+949.2%
IGV vs GE
+185.0%
+764.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | -1.3% | +4.0% | -5.3% | -2.8% |
| 30D | -8.1% | +11.1% | -19.2% | -12.0% |
| 3M | -1.6% | -6.7% | +5.1% | +0.3% |
| 6M | +12.7% | +14.3% | -1.5% | +5.8% |
| YTD | -3.3% | +11.7% | -15.0% | -10.0% |
| 1Y | -7.9% | +10.9% | -18.8% | -14.2% |
| 3Y | +40.3% | +279.0% | -238.7% | -21.1% |
| 5Y | +17.3% | +427.0% | -409.7% | -43.1% |
| 10Y | +362.3% | +158.6% | +203.7% | +171.8% |
| All | +949.2% | +185.0% | +764.1% | +397.4% |
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