+11.2%
IGV vs KEY
+11.7%
-0.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | -10.0% | +5.1% | -15.1% | -11.2% |
| 3M | -0.5% | -7.1% | +6.6% | +1.3% |
| 6M | +12.6% | -4.4% | +17.0% | +13.6% |
| YTD | -6.4% | +4.0% | -10.4% | -8.0% |
| 1Y | -9.5% | +23.4% | -32.9% | -15.3% |
| 3Y | +41.7% | +113.9% | -72.2% | +13.4% |
| All | +11.2% | +11.7% | -0.5% | +8.6% |
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 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