+23.5%
IGV vs IP
-17.2%
+40.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.7% |
| 7D | -4.5% | -5.3% | +0.8% | -3.4% |
| 30D | +3.2% | -10.9% | +14.1% | +5.6% |
| 3M | +4.5% | +11.2% | -6.6% | +1.4% |
| 6M | +22.1% | -10.2% | +32.3% | +23.9% |
| YTD | -1.0% | -2.0% | +0.9% | -2.3% |
| 1Y | -2.1% | -19.1% | +17.0% | +1.4% |
| 3Y | +44.6% | +20.9% | +23.7% | +26.8% |
| All | +23.5% | -17.2% | +40.7% | +17.6% |
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