+38.0%
IGV vs GNRC
+57.0%
-19.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | -5.4% | -0.7% | -4.6% | -5.3% |
| 30D | -2.6% | -15.8% | +13.2% | -0.4% |
| 3M | +10.5% | -24.0% | +34.5% | +13.7% |
| 6M | +18.2% | -13.8% | +32.0% | +17.7% |
| YTD | -4.2% | +33.2% | -37.4% | -14.4% |
| 1Y | -9.8% | -1.8% | -8.0% | -13.8% |
| All | +38.0% | +57.0% | -19.0% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling