+357.7%
IGV vs KEYS
+1,049.9%
-692.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -1.5% |
| 7D | -2.9% | +3.5% | -6.4% | -4.5% |
| 30D | -1.5% | -4.5% | +3.0% | +0.2% |
| 3M | +11.7% | -0.4% | +12.1% | +9.8% |
| 6M | +18.4% | +19.1% | -0.7% | +5.0% |
| YTD | -3.9% | +66.7% | -70.6% | -30.1% |
| 1Y | -9.7% | +96.5% | -106.1% | -40.3% |
| 3Y | +38.4% | +155.2% | -116.7% | -22.9% |
| 5Y | +21.6% | +88.0% | -66.4% | -21.5% |
| All | +357.7% | +1,049.9% | -692.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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