+15.7%
IGV vs HDB
-22.5%
+38.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -2.3% | +12.7% | -15.0% | -5.7% |
| 30D | -11.0% | +16.6% | -27.6% | -15.1% |
| 3M | -4.5% | +10.8% | -15.2% | -7.8% |
| 6M | +10.1% | +3.8% | +6.3% | +8.0% |
| YTD | -5.1% | -28.9% | +23.8% | +5.6% |
| 1Y | -10.2% | -28.0% | +17.7% | -0.8% |
| 3Y | +37.7% | -7.2% | +44.9% | +32.9% |
| 5Y | +15.7% | -22.2% | +37.9% | +15.4% |
| All | +15.7% | -22.5% | +38.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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