+23.5%
IGV vs COO
-38.8%
+62.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.6% |
| 7D | -4.5% | -2.2% | -2.3% | -3.6% |
| 30D | +3.2% | -7.0% | +10.2% | +6.1% |
| 3M | +4.5% | +12.2% | -7.7% | -0.9% |
| 6M | +22.1% | -15.1% | +37.2% | +29.8% |
| YTD | -1.0% | -15.1% | +14.1% | +5.2% |
| 1Y | -2.1% | +2.3% | -4.4% | -4.6% |
| 3Y | +44.6% | -23.7% | +68.2% | +53.6% |
| All | +23.5% | -38.8% | +62.2% | +46.0% |
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