+357.7%
IGV vs GM
+240.0%
+117.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.9% | -2.4% | -0.5% | -2.3% |
| 30D | -1.5% | -1.1% | -0.4% | -1.2% |
| 3M | +11.7% | +6.1% | +5.6% | +9.6% |
| 6M | +18.4% | +15.0% | +3.5% | +13.0% |
| YTD | -3.9% | +6.0% | -9.9% | -6.5% |
| 1Y | -9.7% | +47.1% | -56.8% | -20.6% |
| 3Y | +38.4% | +170.5% | -132.1% | -1.8% |
| 5Y | +21.6% | +80.5% | -58.9% | -5.6% |
| All | +357.7% | +240.0% | +117.7% | +180.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling