+356.3%
IGV vs IT
+92.9%
+263.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -5.4% | -12.7% | +7.3% | -0.1% |
| 30D | -2.6% | -8.9% | +6.3% | +0.9% |
| 3M | +10.5% | +10.1% | +0.4% | +3.7% |
| 6M | +18.2% | +7.3% | +10.9% | +11.5% |
| YTD | -4.2% | -32.4% | +28.1% | +8.8% |
| 1Y | -9.8% | -26.6% | +16.8% | -2.0% |
| 3Y | +39.1% | -51.8% | +90.9% | +76.6% |
| 5Y | +21.2% | -45.6% | +66.8% | +43.8% |
| All | +356.3% | +92.9% | +263.4% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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