+44.8%
IGV vs COMP
-52.0%
+96.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.5% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -6.0% | +16.6% | -22.6% | -8.5% |
| 3M | -4.8% | -23.5% | +18.7% | -1.4% |
| 6M | +14.2% | +25.7% | -11.5% | +8.9% |
| YTD | -4.2% | -3.4% | -0.8% | -6.2% |
| 1Y | -5.3% | +7.6% | -12.9% | -8.9% |
| 3Y | +38.8% | +423.6% | -384.8% | -4.4% |
| 5Y | +14.2% | -10.6% | +24.8% | -2.6% |
| All | +44.8% | -52.0% | +96.7% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling