+364.8%
IGV vs IP
+19.1%
+345.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | +2.5% | -0.9% | +3.3% | +2.7% |
| 30D | -8.6% | +6.7% | -15.3% | -10.3% |
| 3M | -1.6% | -16.6% | +15.0% | +2.8% |
| 6M | +13.4% | +6.0% | +7.5% | +10.1% |
| YTD | -4.0% | -10.7% | +6.7% | -3.6% |
| 1Y | -7.6% | -6.7% | -1.0% | -8.7% |
| 3Y | +39.3% | +17.1% | +22.1% | +22.2% |
| 5Y | +14.5% | -14.6% | +29.1% | +10.5% |
| All | +364.8% | +19.1% | +345.7% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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