-2.1%
IGV vs GM
+53.0%
-55.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.3% |
| 7D | -4.5% | +1.9% | -6.4% | -4.7% |
| 30D | +3.2% | -1.4% | +4.6% | +3.3% |
| 3M | +4.5% | +5.9% | -1.4% | +4.0% |
| 6M | +22.1% | +12.4% | +9.7% | +20.5% |
| YTD | -1.0% | +8.6% | -9.7% | -2.0% |
| 1Y | -2.1% | +52.6% | -54.7% | -5.0% |
| All | -2.1% | +53.0% | -55.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded GM 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling