-2.4%
IGV vs GLXY
+15.1%
-17.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.6% | -2.1% |
| 7D | -3.3% | +15.5% | -18.8% | -4.7% |
| 30D | 0.0% | +34.1% | -34.1% | -3.0% |
| 3M | +7.3% | -11.3% | +18.7% | +7.9% |
| 6M | +16.7% | +31.6% | -14.9% | +11.0% |
| YTD | -2.8% | +21.0% | -23.8% | -7.9% |
| 1Y | -6.7% | +11.7% | -18.4% | -10.2% |
| All | -2.4% | +15.1% | -17.5% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling