+356.3%
IGV vs GRMN
+646.1%
-289.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | -1.8% | -3.6% | -4.6% |
| 30D | -2.6% | -12.1% | +9.5% | +3.2% |
| 3M | +10.5% | +18.0% | -7.5% | +1.5% |
| 6M | +18.2% | +13.7% | +4.5% | +9.8% |
| YTD | -4.2% | +35.3% | -39.5% | -18.6% |
| 1Y | -9.8% | +17.2% | -27.1% | -18.4% |
| 3Y | +39.1% | +179.6% | -140.5% | -25.5% |
| 5Y | +21.2% | +75.6% | -54.3% | -18.1% |
| All | +356.3% | +646.1% | -289.8% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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