+357.9%
IGV vs KEY
+167.0%
+190.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.4% |
| 7D | -3.3% | +2.7% | -6.0% | -4.0% |
| 30D | 0.0% | -3.2% | +3.2% | +0.7% |
| 3M | +7.3% | +1.0% | +6.4% | +7.0% |
| 6M | +16.7% | +11.9% | +4.9% | +13.1% |
| YTD | -2.8% | +8.7% | -11.6% | -5.3% |
| 1Y | -6.7% | +18.5% | -25.1% | -11.1% |
| 3Y | +41.1% | +124.0% | -82.8% | +13.3% |
| 5Y | +22.0% | +40.8% | -18.8% | +6.5% |
| 10Y | +357.9% | +167.0% | +190.9% | +219.5% |
| All | +357.9% | +167.0% | +190.9% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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