+973.2%
IGV vs HIG
+255.2%
+718.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.0% |
| 7D | -4.5% | +0.3% | -4.8% | -4.5% |
| 30D | +3.2% | -3.2% | +6.4% | +3.8% |
| 3M | +4.5% | +9.1% | -4.6% | +2.7% |
| 6M | +22.1% | -1.8% | +23.9% | +22.2% |
| YTD | -1.0% | +1.8% | -2.8% | -1.7% |
| 1Y | -2.1% | +4.6% | -6.7% | -3.4% |
| 3Y | +44.6% | +101.6% | -57.1% | +25.8% |
| 5Y | +22.2% | +124.5% | -102.3% | +3.9% |
| 10Y | +364.7% | +317.8% | +46.9% | +240.7% |
| All | +973.2% | +255.2% | +718.0% | +526.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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