+916.1%
IGV vs GS
+1,419.4%
-503.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.4% | +2.0% | -1.6% |
| 7D | -8.3% | -6.3% | -2.0% | -5.7% |
| 30D | -10.9% | -3.1% | -7.8% | -9.7% |
| 3M | -2.3% | -17.7% | +15.4% | +6.0% |
| 6M | +12.2% | -4.6% | +16.7% | +13.1% |
| YTD | -6.3% | +0.3% | -6.6% | -8.3% |
| 1Y | -11.4% | +11.7% | -23.1% | -17.4% |
| 3Y | +41.5% | +183.6% | -142.0% | -13.4% |
| 5Y | +12.8% | +141.0% | -128.2% | -26.6% |
| 10Y | +354.7% | +507.4% | -152.8% | +84.6% |
| All | +916.1% | +1,419.4% | -503.3% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling