+43.6%
IGV vs COMP
-53.0%
+96.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | 0.0% |
| 7D | -2.3% | +7.2% | -9.5% | -3.5% |
| 30D | -11.0% | +6.4% | -17.3% | -12.1% |
| 3M | -4.5% | -19.4% | +15.0% | -1.8% |
| 6M | +10.1% | +14.6% | -4.5% | +6.5% |
| YTD | -5.1% | -5.5% | +0.4% | -6.7% |
| 1Y | -10.2% | +13.7% | -23.9% | -14.5% |
| 3Y | +37.7% | +409.7% | -372.0% | -4.7% |
| 5Y | +15.7% | -17.0% | +32.7% | -0.5% |
| All | +43.6% | -53.0% | +96.5% | +28.2% |
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