+973.2%
IGV vs COP
+1,335.6%
-362.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -4.5% | +3.0% | -7.5% | -5.4% |
| 30D | +3.2% | +17.5% | -14.3% | -1.9% |
| 3M | +4.5% | +13.4% | -8.8% | 0.0% |
| 6M | +22.1% | +17.7% | +4.4% | +14.8% |
| YTD | -1.0% | +46.6% | -47.6% | -13.5% |
| 1Y | -2.1% | +44.6% | -46.7% | -14.4% |
| 3Y | +44.6% | +20.7% | +23.9% | +30.9% |
| 5Y | +22.2% | +185.0% | -162.9% | -20.4% |
| 10Y | +364.7% | +347.0% | +17.7% | +120.5% |
| All | +973.2% | +1,335.6% | -362.4% | +133.6% |
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 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