+973.2%
IGV vs IT
+1,866.5%
-893.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -0.4% |
| 7D | -4.5% | -6.0% | +1.5% | -2.2% |
| 30D | +3.2% | 0.0% | +3.2% | +3.1% |
| 3M | +4.5% | +13.1% | -8.5% | -2.3% |
| 6M | +22.1% | +11.7% | +10.4% | +14.0% |
| YTD | -1.0% | -26.1% | +25.1% | +7.4% |
| 1Y | -2.1% | -21.3% | +19.1% | +2.6% |
| 3Y | +44.6% | -46.7% | +91.3% | +71.7% |
| 5Y | +22.2% | -40.5% | +62.7% | +38.8% |
| 10Y | +364.7% | +103.9% | +260.8% | +213.9% |
| All | +973.2% | +1,866.5% | -893.3% | +192.7% |
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