+357.9%
IGV vs COO
+43.7%
+314.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -0.6% |
| 7D | -3.3% | -2.3% | -1.0% | -2.3% |
| 30D | 0.0% | -8.8% | +8.8% | +4.1% |
| 3M | +7.3% | +1.3% | +6.0% | +6.2% |
| 6M | +16.7% | -11.6% | +28.3% | +22.3% |
| YTD | -2.8% | -17.4% | +14.6% | +4.9% |
| 1Y | -6.7% | -1.6% | -5.1% | -7.9% |
| 3Y | +41.1% | -22.6% | +63.8% | +48.8% |
| 5Y | +22.0% | -40.3% | +62.3% | +45.5% |
| 10Y | +357.9% | +45.2% | +312.7% | +248.8% |
| All | +357.9% | +43.7% | +314.2% | +248.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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