+15.7%
IGV vs IP
-11.1%
+26.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -11.0% | +9.4% | -20.3% | -12.8% |
| 3M | -4.5% | -14.1% | +9.6% | -1.6% |
| 6M | +10.1% | +9.2% | +0.9% | +6.7% |
| YTD | -5.1% | -7.5% | +2.5% | -5.3% |
| 1Y | -10.2% | -2.8% | -7.4% | -11.8% |
| 3Y | +37.7% | +21.2% | +16.5% | +18.1% |
| 5Y | +15.7% | -11.5% | +27.2% | +10.2% |
| All | +15.7% | -11.1% | +26.7% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling