+38.9%
IGV vs LOW
-9.4%
+48.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | -3.0% | -9.3% | +6.2% | -0.9% |
| 3M | +9.6% | -8.1% | +17.6% | +11.5% |
| 6M | +16.1% | -19.8% | +35.9% | +22.2% |
| YTD | -3.6% | -16.4% | +12.7% | -0.5% |
| 1Y | -7.8% | -24.7% | +16.8% | -1.3% |
| All | +38.9% | -9.4% | +48.2% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling