+363.6%
IGV vs KEY
+96.4%
+267.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +2.3% | +2.9% | -0.6% | +1.6% |
| 30D | -6.0% | +8.4% | -14.4% | -7.9% |
| 3M | -4.8% | -5.8% | +1.0% | -3.5% |
| 6M | +14.2% | +5.4% | +8.8% | +12.4% |
| YTD | -4.2% | +7.1% | -11.3% | -6.4% |
| 1Y | -5.3% | +26.8% | -32.1% | -11.3% |
| 3Y | +38.8% | +128.7% | -89.9% | +11.0% |
| 5Y | +14.2% | +13.6% | +0.6% | +4.8% |
| All | +363.6% | +96.4% | +267.2% | +263.4% |
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