+38.9%
IGV vs COP
+21.4%
+17.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -3.0% | +11.7% | -14.7% | -4.4% |
| 3M | +9.6% | +17.7% | -8.1% | +7.2% |
| 6M | +16.1% | +18.3% | -2.2% | +13.0% |
| YTD | -3.6% | +49.1% | -52.7% | -10.4% |
| 1Y | -7.8% | +53.3% | -61.2% | -15.1% |
| All | +38.9% | +21.4% | +17.4% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 3y: compounded portfolio wealth divided by compounded COP 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…
3y analysis · Full analysis span regression · 6 months rolling