+38.8%
IGV vs COMP
+423.6%
-384.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.9% |
| 3M | -4.8% | -23.5% | +18.7% | -2.2% |
| 6M | +14.2% | +25.7% | -11.5% | +10.5% |
| YTD | -4.2% | -3.4% | -0.8% | -5.3% |
| 1Y | -5.3% | +7.6% | -12.9% | -7.5% |
| 3Y | +38.8% | +423.6% | -384.8% | +16.7% |
| All | +38.8% | +423.6% | -384.8% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling