+23.1%
IGV vs GFI
+524.1%
-500.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -2.9% | -4.9% | +1.9% | -2.6% |
| 30D | -1.5% | +10.7% | -12.2% | -2.3% |
| 3M | +11.7% | +25.6% | -13.9% | +9.6% |
| 6M | +18.4% | -8.3% | +26.7% | +18.4% |
| YTD | -3.9% | +6.3% | -10.2% | -5.3% |
| 1Y | -9.7% | +22.1% | -31.7% | -12.2% |
| 3Y | +38.4% | +289.2% | -250.8% | +20.9% |
| All | +23.1% | +524.1% | -500.9% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling