-3.1%
IGV vs GLXY
+7.0%
-10.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | -0.1% |
| 7D | -1.5% | +4.5% | -6.1% | -2.0% |
| 30D | -3.0% | +28.8% | -31.9% | -5.5% |
| 3M | +9.6% | -23.0% | +32.6% | +11.7% |
| 6M | +16.1% | +17.0% | -0.9% | +11.8% |
| YTD | -3.6% | +12.5% | -16.1% | -8.1% |
| 1Y | -7.8% | -5.4% | -2.5% | -10.1% |
| All | -3.1% | +7.0% | -10.2% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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