+23.1%
IGV vs GNRC
-58.7%
+81.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.4% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | -1.5% | -15.7% | +14.2% | +2.2% |
| 3M | +11.7% | -27.3% | +39.0% | +18.9% |
| 6M | +18.4% | -12.1% | +30.5% | +18.4% |
| YTD | -3.9% | +37.1% | -41.0% | -16.2% |
| 1Y | -9.7% | -0.5% | -9.2% | -14.4% |
| 3Y | +38.4% | +61.5% | -23.1% | +9.0% |
| All | +23.1% | -58.7% | +81.8% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling