+38.8%
IGV vs HL
+247.8%
-209.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +2.3% | -11.1% | +13.5% | +3.5% |
| 30D | -6.0% | -12.1% | +6.1% | -4.9% |
| 3M | -4.8% | -26.1% | +21.3% | -2.4% |
| 6M | +14.2% | -37.7% | +52.0% | +18.3% |
| YTD | -4.2% | -31.7% | +27.5% | -2.7% |
| 1Y | -5.3% | -11.6% | +6.4% | -6.5% |
| 3Y | +38.8% | +249.6% | -210.9% | +12.9% |
| All | +38.8% | +247.8% | -209.0% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling