+364.8%
IGV vs KEY
+95.2%
+269.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +2.5% | +1.8% | +0.7% | +2.0% |
| 30D | -8.6% | +7.1% | -15.7% | -10.2% |
| 3M | -1.6% | -5.9% | +4.3% | -0.2% |
| 6M | +13.4% | +2.2% | +11.3% | +12.5% |
| YTD | -4.0% | +6.4% | -10.4% | -6.0% |
| 1Y | -7.6% | +24.8% | -32.4% | -13.2% |
| 3Y | +39.3% | +125.2% | -86.0% | +11.8% |
| 5Y | +14.5% | +13.0% | +1.5% | +5.2% |
| All | +364.8% | +95.2% | +269.5% | +264.9% |
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