-7.5%
IGV vs IR
+11.7%
-19.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -7.5% | +11.6% | -19.0% | -7.5% |
| 30D | -5.6% | +7.2% | -12.8% | -5.6% |
| 3M | +1.5% | -5.9% | +7.4% | +1.5% |
| 6M | +17.1% | +11.5% | +5.7% | +17.2% |
| YTD | -2.0% | +6.3% | -8.3% | -2.9% |
| 1Y | -7.5% | +9.1% | -16.6% | -8.8% |
| All | -7.5% | +11.7% | -19.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling