+357.1%
IGV vs KEY
+109.2%
+247.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -11.0% | +6.9% | -17.8% | -12.4% |
| 3M | -4.5% | -5.0% | +0.6% | -3.3% |
| 6M | +10.1% | +0.7% | +9.4% | +9.6% |
| YTD | -5.1% | +6.5% | -11.5% | -7.1% |
| 1Y | -10.2% | +22.6% | -32.8% | -15.2% |
| 3Y | +37.7% | +125.3% | -87.6% | +10.6% |
| 5Y | +15.7% | +13.9% | +1.8% | +6.1% |
| 10Y | +357.1% | +105.3% | +251.8% | +264.2% |
| All | +357.1% | +109.2% | +247.9% | +264.2% |
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