+38.9%
IGV vs COST
+69.9%
-31.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.5% | -2.8% | +1.2% | -0.7% |
| 30D | -3.0% | -5.3% | +2.2% | -1.5% |
| 3M | +9.6% | -6.7% | +16.2% | +11.7% |
| 6M | +16.1% | -9.9% | +26.1% | +19.3% |
| YTD | -3.6% | +5.1% | -8.8% | -8.0% |
| 1Y | -7.8% | -7.3% | -0.6% | -6.8% |
| All | +38.9% | +69.9% | -31.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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