+914.8%
IGV vs C
-54.1%
+968.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -5.2% | -2.4% | -2.8% | -4.5% |
| 30D | -10.0% | -6.0% | -4.0% | -8.5% |
| 3M | -0.5% | -10.5% | +10.0% | +2.3% |
| 6M | +12.6% | -5.7% | +18.3% | +13.9% |
| YTD | -6.4% | +4.1% | -10.6% | -8.3% |
| 1Y | -9.5% | +20.5% | -30.0% | -14.8% |
| 3Y | +41.7% | +208.1% | -166.4% | +2.6% |
| 5Y | +12.7% | +110.4% | -97.8% | -10.4% |
| 10Y | +354.1% | +234.6% | +119.5% | +203.2% |
| All | +914.8% | -54.1% | +968.8% | +1,004.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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