+343.0%
IGV vs LIN
+424.3%
-81.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.5% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -10.0% | +6.5% | -16.4% | -13.1% |
| 3M | -0.5% | +5.5% | -6.0% | -3.7% |
| 6M | +12.6% | +3.3% | +9.3% | +9.5% |
| YTD | -6.4% | +22.0% | -28.5% | -18.1% |
| 1Y | -9.5% | +25.7% | -35.3% | -22.4% |
| 3Y | +41.7% | +36.2% | +5.5% | +14.7% |
| 5Y | +12.7% | +66.1% | -53.4% | -19.9% |
| All | +343.0% | +424.3% | -81.2% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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