+21.2%
IGV vs HBM
+392.2%
-371.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.5% | +5.5% | -7.1% | -2.5% |
| 30D | -3.0% | +3.3% | -6.3% | -3.8% |
| 3M | +9.6% | +12.7% | -3.1% | +6.4% |
| 6M | +16.1% | +28.2% | -12.1% | +9.0% |
| YTD | -3.6% | +45.3% | -48.9% | -12.7% |
| 1Y | -7.8% | +121.7% | -129.6% | -23.8% |
| 3Y | +40.0% | +523.5% | -483.5% | -9.9% |
| 5Y | +21.2% | +393.9% | -372.7% | -18.4% |
| All | +21.2% | +392.2% | -371.0% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling