+11.2%
IGV vs COO
-41.6%
+52.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | -5.2% | +4.7% | -9.9% | -6.8% |
| 30D | -10.0% | +13.9% | -23.9% | -14.3% |
| 3M | -0.5% | -14.9% | +14.4% | +4.8% |
| 6M | +12.6% | +2.0% | +10.6% | +9.6% |
| YTD | -6.4% | -23.9% | +17.5% | +2.8% |
| 1Y | -9.5% | -9.6% | +0.1% | -8.0% |
| 3Y | +41.7% | -25.4% | +67.1% | +47.1% |
| All | +11.2% | -41.6% | +52.8% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling