+941.2%
IGV vs COP
+1,397.6%
-456.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.2% |
| 7D | +2.5% | +3.4% | -0.9% | +1.4% |
| 30D | -8.6% | -0.6% | -8.0% | -8.7% |
| 3M | -1.6% | +10.8% | -12.3% | -5.2% |
| 6M | +13.4% | +19.6% | -6.2% | +6.2% |
| YTD | -4.0% | +52.9% | -56.9% | -17.5% |
| 1Y | -7.6% | +62.2% | -69.8% | -22.2% |
| 3Y | +39.3% | +32.4% | +6.9% | +22.3% |
| 5Y | +14.5% | +129.7% | -115.2% | -19.7% |
| 10Y | +358.7% | +331.8% | +27.0% | +122.0% |
| All | +941.2% | +1,397.6% | -456.4% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling