+364.8%
IGV vs KMB
+36.1%
+328.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.5% |
| 7D | +2.5% | -3.0% | +5.4% | +3.0% |
| 30D | -8.6% | +9.1% | -17.6% | -10.2% |
| 3M | -1.6% | -0.4% | -1.2% | -1.7% |
| 6M | +13.4% | +13.0% | +0.5% | +10.3% |
| YTD | -4.0% | +10.3% | -14.3% | -6.5% |
| 1Y | -7.6% | +8.2% | -15.8% | -9.7% |
| 3Y | +39.3% | +0.4% | +38.9% | +34.7% |
| 5Y | +14.5% | -2.7% | +17.2% | +10.8% |
| All | +364.8% | +36.1% | +328.7% | +311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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