+941.2%
IGV vs GE
+175.1%
+766.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.6% |
| 7D | +2.5% | +5.1% | -2.7% | +0.5% |
| 30D | -8.6% | +7.6% | -16.1% | -11.4% |
| 3M | -1.6% | -9.3% | +7.7% | +1.4% |
| 6M | +13.4% | +11.5% | +1.9% | +7.4% |
| YTD | -4.0% | +7.9% | -11.9% | -9.5% |
| 1Y | -7.6% | +7.6% | -15.3% | -13.0% |
| 3Y | +39.3% | +265.9% | -226.6% | -20.7% |
| 5Y | +14.5% | +405.9% | -391.4% | -43.6% |
| 10Y | +358.7% | +149.6% | +209.1% | +173.3% |
| All | +941.2% | +175.1% | +766.0% | +400.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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