+953.6%
IGV vs HL
+1,853.9%
-900.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.7% |
| 7D | -3.3% | +7.1% | -10.4% | -3.9% |
| 30D | 0.0% | +21.4% | -21.5% | -1.9% |
| 3M | +7.3% | +37.4% | -30.1% | +4.0% |
| 6M | +16.7% | +0.4% | +16.3% | +15.7% |
| YTD | -2.8% | +6.7% | -9.5% | -4.8% |
| 1Y | -6.7% | +102.4% | -109.0% | -14.2% |
| 3Y | +41.1% | +417.4% | -376.3% | +16.5% |
| 5Y | +22.0% | +243.3% | -221.3% | +2.3% |
| 10Y | +357.9% | +242.6% | +115.4% | +255.0% |
| All | +953.6% | +1,853.9% | -900.4% | +842.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling