+357.7%
IGV vs HBM
+619.2%
-261.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.9% | -3.3% | +0.4% | -2.5% |
| 30D | -1.5% | -4.8% | +3.3% | -1.0% |
| 3M | +11.7% | -0.4% | +12.1% | +10.9% |
| 6M | +18.4% | +17.9% | +0.6% | +13.3% |
| YTD | -3.9% | +33.7% | -37.6% | -10.7% |
| 1Y | -9.7% | +95.6% | -105.3% | -21.7% |
| 3Y | +38.4% | +458.1% | -419.7% | -2.2% |
| 5Y | +21.6% | +329.0% | -307.4% | -13.6% |
| All | +357.7% | +619.2% | -261.4% | +166.5% |
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