-7.5%
IGV vs LOW
-0.5%
-7.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.6% | +1.2% |
| 7D | -7.5% | +15.6% | -23.1% | -7.0% |
| 30D | -5.6% | +28.6% | -34.2% | -5.1% |
| 3M | +1.5% | +5.8% | -4.3% | +1.9% |
| 6M | +17.1% | +3.8% | +13.3% | +17.8% |
| YTD | -2.0% | -2.8% | +0.8% | -1.4% |
| 1Y | -7.5% | -1.4% | -6.1% | -7.5% |
| All | -7.5% | -0.5% | -7.1% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling