+43.9%
IGV vs KEY
+122.6%
-78.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.5% | +2.2% | -6.7% | -5.1% |
| 30D | +3.2% | -3.0% | +6.2% | +4.1% |
| 3M | +4.5% | +3.3% | +1.2% | +3.3% |
| 6M | +22.1% | +9.2% | +12.9% | +18.3% |
| YTD | -1.0% | +10.6% | -11.7% | -4.7% |
| 1Y | -2.1% | +20.4% | -22.5% | -8.4% |
| All | +43.9% | +122.6% | -78.7% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling