-9.7%
IGV vs LOW
-25.0%
+15.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -2.9% | -3.7% | +0.8% | -2.9% |
| 30D | -1.5% | -8.9% | +7.4% | -1.6% |
| 3M | +11.7% | -10.4% | +22.1% | +11.3% |
| 6M | +18.4% | -19.4% | +37.8% | +17.8% |
| YTD | -3.9% | -17.1% | +13.2% | -3.9% |
| 1Y | -9.7% | -26.3% | +16.6% | -10.1% |
| All | -9.7% | -25.0% | +15.3% | -10.1% |
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