+771.2%
IGV vs INDA
+115.1%
+656.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | +0.7% | -5.2% | -4.9% |
| 30D | +3.2% | -0.8% | +4.0% | +3.6% |
| 3M | +4.5% | +3.9% | +0.6% | +2.4% |
| 6M | +22.1% | -0.7% | +22.8% | +22.3% |
| YTD | -1.0% | -7.7% | +6.6% | +2.9% |
| 1Y | -2.1% | -5.1% | +3.0% | +0.2% |
| 3Y | +44.6% | +13.6% | +30.9% | +34.4% |
| 5Y | +22.2% | +7.8% | +14.4% | +17.1% |
| 10Y | +364.7% | +84.6% | +280.1% | +237.1% |
| All | +771.2% | +115.1% | +656.1% | +480.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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