+938.5%
IGV vs IT
+1,926.9%
-988.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.5% |
| 7D | +2.3% | +1.1% | +1.3% | +1.9% |
| 30D | -6.0% | -1.8% | -4.2% | -6.3% |
| 3M | -4.8% | +4.8% | -9.6% | -8.1% |
| 6M | +14.2% | +33.0% | -18.8% | -1.5% |
| YTD | -4.2% | -23.8% | +19.6% | +1.1% |
| 1Y | -5.3% | -16.5% | +11.2% | -3.8% |
| 3Y | +38.8% | -53.6% | +92.4% | +72.3% |
| 5Y | +14.2% | -42.1% | +56.3% | +29.1% |
| 10Y | +357.6% | +90.1% | +267.5% | +212.7% |
| All | +938.5% | +1,926.9% | -988.4% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling