+520.5%
IGV vs KEYS
+1,067.2%
-546.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.1% |
| 7D | -5.4% | +0.9% | -6.3% | -5.8% |
| 30D | -2.6% | -5.3% | +2.6% | -0.7% |
| 3M | +10.5% | +0.5% | +10.0% | +8.2% |
| 6M | +18.2% | +14.0% | +4.1% | +7.5% |
| YTD | -4.2% | +60.3% | -64.5% | -27.9% |
| 1Y | -9.8% | +91.3% | -101.1% | -38.3% |
| 3Y | +39.1% | +146.1% | -107.0% | -18.4% |
| 5Y | +21.2% | +80.8% | -59.6% | -18.1% |
| 10Y | +361.5% | +1,002.8% | -641.2% | +47.4% |
| All | +520.5% | +1,067.2% | -546.7% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling