+41.1%
IGV vs KMB
-8.5%
+49.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -2.0% |
| 7D | -3.3% | -2.7% | -0.6% | -3.5% |
| 30D | 0.0% | -5.0% | +5.0% | -0.4% |
| 3M | +7.3% | +6.6% | +0.8% | +8.3% |
| 6M | +16.7% | +1.0% | +15.7% | +17.5% |
| YTD | -2.8% | +6.0% | -8.8% | -1.8% |
| 1Y | -6.7% | -16.6% | +10.0% | -6.6% |
| 3Y | +41.1% | -8.6% | +49.8% | +38.5% |
| All | +41.1% | -8.5% | +49.7% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling