+357.7%
IGV vs HL
+273.7%
+84.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -2.9% | -4.4% | +1.4% | -2.5% |
| 30D | -1.5% | +9.3% | -10.8% | -2.6% |
| 3M | +11.7% | +32.0% | -20.3% | +7.9% |
| 6M | +18.4% | -6.4% | +24.9% | +18.0% |
| YTD | -3.9% | +3.1% | -7.1% | -6.1% |
| 1Y | -9.7% | +77.6% | -87.2% | -17.4% |
| 3Y | +38.4% | +392.8% | -354.4% | +9.4% |
| 5Y | +21.6% | +234.1% | -212.5% | -2.5% |
| All | +357.7% | +273.7% | +84.1% | +231.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling