+38.0%
IGV vs HCA
+57.5%
-19.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.4% | +2.9% | -8.3% | -5.5% |
| 30D | -2.6% | +2.4% | -5.0% | -2.7% |
| 3M | +10.5% | +13.0% | -2.5% | +10.0% |
| 6M | +18.2% | -21.4% | +39.6% | +19.9% |
| YTD | -4.2% | -9.5% | +5.2% | -4.0% |
| 1Y | -9.8% | +7.5% | -17.4% | -11.6% |
| All | +38.0% | +57.5% | -19.5% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling