+293.3%
IGV vs IR
+288.5%
+4.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.7% |
| 7D | -4.5% | -2.8% | -1.7% | -3.6% |
| 30D | +3.2% | -15.1% | +18.4% | +9.0% |
| 3M | +4.5% | +6.1% | -1.5% | +1.8% |
| 6M | +22.1% | -16.8% | +38.9% | +28.4% |
| YTD | -1.0% | -3.5% | +2.5% | -2.0% |
| 1Y | -2.1% | -3.5% | +1.4% | -3.4% |
| 3Y | +44.6% | +9.5% | +35.1% | +34.4% |
| 5Y | +22.2% | +45.1% | -22.9% | +2.2% |
| All | +293.3% | +288.5% | +4.8% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling