+23.5%
IGV vs GS
+185.3%
-161.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -4.5% | +0.9% | -5.4% | -4.9% |
| 30D | +3.2% | -1.6% | +4.8% | +4.0% |
| 3M | +4.5% | -4.5% | +9.0% | +6.0% |
| 6M | +22.1% | +20.9% | +1.2% | +8.6% |
| YTD | -1.0% | +19.9% | -20.9% | -12.0% |
| 1Y | -2.1% | +41.4% | -43.5% | -21.0% |
| 3Y | +44.6% | +239.2% | -194.6% | -30.8% |
| All | +23.5% | +185.3% | -161.8% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling