+357.7%
IGV vs GNRC
+448.8%
-91.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.5% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -1.5% | -15.7% | +14.2% | +2.9% |
| 3M | +11.7% | -27.3% | +39.0% | +20.1% |
| 6M | +18.4% | -12.1% | +30.5% | +18.6% |
| YTD | -3.9% | +37.1% | -41.0% | -17.2% |
| 1Y | -9.7% | -0.5% | -9.2% | -14.8% |
| 3Y | +38.4% | +61.5% | -23.1% | +7.0% |
| 5Y | +21.6% | -58.6% | +80.2% | +37.5% |
| All | +357.7% | +448.8% | -91.1% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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