+16.2%
IGV vs GFS
-2.1%
+18.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | +3.2% | -8.6% | -6.1% |
| 30D | -2.6% | -9.6% | +6.9% | -0.4% |
| 3M | +10.5% | -38.5% | +49.0% | +22.6% |
| 6M | +18.2% | -1.3% | +19.5% | +12.1% |
| YTD | -4.2% | +31.8% | -36.0% | -18.1% |
| 1Y | -9.8% | +44.6% | -54.4% | -25.6% |
| 3Y | +39.1% | -20.6% | +59.7% | +32.5% |
| All | +16.2% | -2.1% | +18.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling