+364.8%
IGV vs GS
+450.3%
-85.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.1% |
| 7D | +2.5% | +5.1% | -2.7% | +0.2% |
| 30D | -8.6% | +2.4% | -11.0% | -9.6% |
| 3M | -1.6% | -11.5% | +9.9% | +3.5% |
| 6M | +13.4% | -2.5% | +16.0% | +13.2% |
| YTD | -4.0% | +5.5% | -9.5% | -8.3% |
| 1Y | -7.6% | +11.0% | -18.7% | -13.9% |
| 3Y | +39.3% | +200.1% | -160.8% | -18.5% |
| 5Y | +14.5% | +154.7% | -140.2% | -29.1% |
| All | +364.8% | +450.3% | -85.6% | +108.9% |
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