+364.4%
IGV vs KMB
+12.7%
+351.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | 0.0% |
| 7D | -1.5% | -8.6% | +7.1% | +0.2% |
| 30D | -3.0% | -7.5% | +4.5% | -1.6% |
| 3M | +9.6% | -0.6% | +10.2% | +9.6% |
| 6M | +16.1% | -1.5% | +17.7% | +16.1% |
| YTD | -3.6% | +1.6% | -5.2% | -4.5% |
| 1Y | -7.8% | -20.8% | +12.9% | -3.7% |
| 3Y | +40.0% | -12.4% | +52.4% | +40.1% |
| 5Y | +21.2% | -12.9% | +34.1% | +20.3% |
| 10Y | +364.4% | +14.7% | +349.7% | +329.9% |
| All | +364.4% | +12.7% | +351.7% | +329.9% |
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