+973.2%
IGV vs B
+339.2%
+634.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.0% |
| 7D | -4.5% | -1.6% | -2.9% | -4.4% |
| 30D | +3.2% | +9.4% | -6.2% | +2.3% |
| 3M | +4.5% | +5.0% | -0.5% | +3.9% |
| 6M | +22.1% | -3.5% | +25.7% | +21.9% |
| YTD | -1.0% | +4.5% | -5.5% | -2.0% |
| 1Y | -2.1% | +67.8% | -69.9% | -7.2% |
| 3Y | +44.6% | +196.7% | -152.1% | +29.7% |
| 5Y | +22.2% | +151.9% | -129.8% | +10.2% |
| 10Y | +364.7% | +202.2% | +162.6% | +307.4% |
| All | +973.2% | +339.2% | +634.0% | +918.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded B wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling