+23.5%
IGV vs COMP
-31.2%
+54.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.3% |
| 7D | -4.5% | +1.4% | -5.9% | -4.7% |
| 30D | +3.2% | -13.3% | +16.5% | +5.4% |
| 3M | +4.5% | +41.1% | -36.6% | -1.6% |
| 6M | +22.1% | +17.2% | +4.9% | +16.9% |
| YTD | -1.0% | +5.2% | -6.2% | -3.9% |
| 1Y | -2.1% | +18.9% | -21.0% | -7.5% |
| 3Y | +44.6% | +215.9% | -171.3% | +8.4% |
| All | +23.5% | -31.2% | +54.7% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling