+23.5%
IGV vs KEY
+40.7%
-17.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | +4.5% | +3.3% | +1.2% | +3.5% |
| 6M | +22.1% | +9.2% | +12.9% | +18.7% |
| YTD | -1.0% | +10.6% | -11.7% | -4.3% |
| 1Y | -2.1% | +20.4% | -22.5% | -7.7% |
| 3Y | +44.6% | +121.8% | -77.3% | +14.5% |
| All | +23.5% | +40.7% | -17.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling