+356.3%
IGV vs HBM
+622.7%
-266.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.9% | +0.6% |
| 7D | -5.4% | -3.7% | -1.6% | -4.9% |
| 30D | -2.6% | -3.7% | +1.0% | -2.3% |
| 3M | +10.5% | +8.0% | +2.5% | +8.2% |
| 6M | +18.2% | +15.8% | +2.4% | +13.4% |
| YTD | -4.2% | +34.4% | -38.6% | -11.1% |
| 1Y | -9.8% | +98.2% | -108.0% | -22.0% |
| 3Y | +39.1% | +476.6% | -437.5% | -2.2% |
| 5Y | +21.2% | +331.1% | -309.9% | -13.9% |
| All | +356.3% | +622.7% | -266.4% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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