+283.0%
IGV vs IR
+274.4%
+8.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | -1.5% | -1.9% | +0.4% | -0.9% |
| 30D | -3.0% | -15.0% | +12.0% | +2.4% |
| 3M | +9.6% | -0.4% | +10.0% | +9.1% |
| 6M | +16.1% | -15.0% | +31.2% | +21.2% |
| YTD | -3.6% | -7.1% | +3.4% | -3.4% |
| 1Y | -7.8% | -7.5% | -0.3% | -7.7% |
| 3Y | +40.0% | +6.3% | +33.7% | +31.4% |
| 5Y | +21.2% | +37.3% | -16.1% | +3.2% |
| All | +283.0% | +274.4% | +8.7% | +158.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling