+945.1%
IGV vs KR
+583.8%
+361.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -1.5% | -3.1% | +1.5% | -0.8% |
| 30D | -3.0% | +0.6% | -3.6% | -3.2% |
| 3M | +9.6% | -9.8% | +19.4% | +11.8% |
| 6M | +16.1% | -22.1% | +38.3% | +22.1% |
| YTD | -3.6% | -8.1% | +4.5% | -2.8% |
| 1Y | -7.8% | -14.7% | +6.8% | -5.8% |
| 3Y | +40.0% | +28.6% | +11.4% | +26.4% |
| 5Y | +21.2% | +36.4% | -15.2% | +5.0% |
| 10Y | +364.4% | +120.8% | +243.6% | +222.4% |
| All | +945.1% | +583.8% | +361.2% | +353.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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