-7.5%
IGV vs HL
+22.6%
-30.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.2% | -12.3% | -0.3% |
| 7D | -7.5% | +0.2% | -7.7% | -7.5% |
| 30D | -5.6% | -12.1% | +6.5% | -4.7% |
| 3M | +1.5% | -2.8% | +4.4% | +1.2% |
| 6M | +17.1% | -14.9% | +32.0% | +17.2% |
| YTD | -2.0% | -22.0% | +20.0% | -2.5% |
| 1Y | -7.5% | +25.0% | -32.5% | -13.3% |
| All | -7.5% | +22.6% | -30.1% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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