+43.9%
IGV vs LIN
+27.3%
+16.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.9% |
| 7D | -4.5% | -2.1% | -2.4% | -3.9% |
| 30D | +3.2% | -2.4% | +5.6% | +3.9% |
| 3M | +4.5% | -5.6% | +10.1% | +6.0% |
| 6M | +22.1% | -3.4% | +25.5% | +22.3% |
| YTD | -1.0% | +13.1% | -14.1% | -8.4% |
| 1Y | -2.1% | +2.5% | -4.6% | -4.4% |
| All | +43.9% | +27.3% | +16.6% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling