+1,606.7%
IGV vs HBM
+613.3%
+993.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -4.5% | -6.4% | +1.8% | -3.5% |
| 30D | +3.2% | +5.9% | -2.7% | +2.1% |
| 3M | +4.5% | -8.9% | +13.4% | +5.2% |
| 6M | +22.1% | +10.7% | +11.4% | +18.1% |
| YTD | -1.0% | +38.3% | -39.3% | -8.3% |
| 1Y | -2.1% | +121.3% | -123.4% | -16.4% |
| 3Y | +44.6% | +450.6% | -406.0% | +3.6% |
| 5Y | +22.2% | +338.0% | -315.8% | -12.7% |
| 10Y | +364.7% | +578.6% | -213.9% | +170.1% |
| All | +1,606.7% | +613.3% | +993.4% | +759.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling