+343.0%
IGV vs GS
+494.8%
-151.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -5.2% | -3.2% | -2.0% | -3.9% |
| 30D | -10.0% | -2.4% | -7.6% | -9.0% |
| 3M | -0.5% | -15.7% | +15.2% | +6.8% |
| 6M | +12.6% | -6.8% | +19.4% | +14.6% |
| YTD | -6.4% | -0.1% | -6.4% | -8.5% |
| 1Y | -9.5% | +12.1% | -21.6% | -16.1% |
| 3Y | +41.7% | +185.8% | -144.1% | -14.7% |
| 5Y | +12.7% | +140.1% | -127.4% | -28.1% |
| All | +343.0% | +494.8% | -151.8% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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