+852.6%
IGV vs GM
+223.0%
+629.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | -3.0% | -4.6% | +1.5% | -1.6% |
| 3M | +9.6% | +0.2% | +9.4% | +9.2% |
| 6M | +16.1% | +12.6% | +3.5% | +11.0% |
| YTD | -3.6% | +3.7% | -7.3% | -5.9% |
| 1Y | -7.8% | +45.6% | -53.5% | -19.8% |
| 3Y | +40.0% | +162.0% | -122.0% | -3.0% |
| 5Y | +21.2% | +80.5% | -59.3% | -7.7% |
| 10Y | +364.4% | +231.3% | +133.1% | +155.2% |
| All | +852.6% | +223.0% | +629.6% | +371.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling