-9.7%
IGV vs HCA
+8.6%
-18.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | +0.4% |
| 7D | -2.9% | +5.4% | -8.3% | -2.4% |
| 30D | -1.5% | +3.0% | -4.5% | -1.3% |
| 3M | +11.7% | +13.0% | -1.3% | +13.5% |
| 6M | +18.4% | -20.3% | +38.7% | +14.6% |
| YTD | -3.9% | -8.2% | +4.3% | -5.1% |
| 1Y | -9.7% | +6.7% | -16.4% | -7.7% |
| All | -9.7% | +8.6% | -18.3% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling