+953.6%
IGV vs HAL
+257.6%
+695.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -3.3% | +0.5% | -3.8% | -3.4% |
| 30D | 0.0% | +15.9% | -16.0% | -3.5% |
| 3M | +7.3% | -8.7% | +16.1% | +9.2% |
| 6M | +16.7% | +9.0% | +7.7% | +13.4% |
| YTD | -2.8% | +32.0% | -34.9% | -10.1% |
| 1Y | -6.7% | +72.5% | -79.1% | -19.3% |
| 3Y | +41.1% | -4.5% | +45.7% | +37.1% |
| 5Y | +22.0% | +109.7% | -87.7% | -6.3% |
| 10Y | +357.9% | +1.2% | +356.7% | +262.7% |
| All | +953.6% | +257.6% | +695.9% | +391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HAL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling