+945.1%
IGV vs HUM
+4,497.1%
-3,552.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -3.0% | +3.7% | -6.7% | -3.9% |
| 3M | +9.6% | +10.4% | -0.8% | +6.8% |
| 6M | +16.1% | +125.7% | -109.6% | -4.0% |
| YTD | -3.6% | +57.3% | -61.0% | -14.5% |
| 1Y | -7.8% | +48.6% | -56.5% | -17.8% |
| 3Y | +40.0% | -11.3% | +51.3% | +35.5% |
| 5Y | +21.2% | +0.8% | +20.4% | +11.4% |
| 10Y | +364.4% | +146.7% | +217.7% | +233.8% |
| All | +945.1% | +4,497.1% | -3,552.0% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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