+914.8%
IGV vs KEY
+95.9%
+818.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.1% |
| 3M | -0.5% | -7.1% | +6.6% | +1.1% |
| 6M | +12.6% | -4.4% | +17.0% | +13.5% |
| YTD | -6.4% | +4.0% | -10.4% | -7.8% |
| 1Y | -9.5% | +23.4% | -32.9% | -14.6% |
| 3Y | +41.7% | +113.9% | -72.2% | +15.3% |
| 5Y | +12.7% | +12.3% | +0.3% | +3.2% |
| 10Y | +354.1% | +125.5% | +228.6% | +222.2% |
| All | +914.8% | +95.9% | +818.9% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling