+41.7%
IGV vs COMP
-56.6%
+98.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -8.2% | +3.8% | -3.1% |
| 7D | -8.3% | -1.8% | -6.5% | -8.1% |
| 30D | -10.9% | -0.8% | -10.2% | -11.0% |
| 3M | -2.3% | -28.1% | +25.9% | +2.4% |
| 6M | +12.2% | +27.0% | -14.8% | +6.2% |
| YTD | -6.3% | -12.8% | +6.5% | -6.6% |
| 1Y | -11.4% | +4.9% | -16.3% | -14.4% |
| 3Y | +41.5% | +321.0% | -279.5% | +1.2% |
| 5Y | +12.8% | -25.6% | +38.4% | -1.3% |
| All | +41.7% | -56.6% | +98.3% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling