+953.6%
IGV vs COST
+2,988.9%
-2,035.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -3.3% | -3.2% | -0.1% | -1.6% |
| 30D | 0.0% | -4.0% | +3.9% | +2.1% |
| 3M | +7.3% | -6.5% | +13.8% | +10.9% |
| 6M | +16.7% | -8.5% | +25.3% | +21.2% |
| YTD | -2.8% | +6.0% | -8.9% | -7.6% |
| 1Y | -6.7% | -5.8% | -0.9% | -5.6% |
| 3Y | +41.1% | +71.8% | -30.7% | 0.0% |
| 5Y | +22.0% | +106.2% | -84.2% | -22.7% |
| 10Y | +357.9% | +602.0% | -244.1% | +45.8% |
| All | +953.6% | +2,988.9% | -2,035.4% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling