+973.2%
IGV vs LOW
+1,524.7%
-551.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.8% |
| 7D | -4.5% | -1.7% | -2.8% | -3.8% |
| 30D | +3.2% | -7.0% | +10.3% | +6.5% |
| 3M | +4.5% | -0.9% | +5.4% | +4.3% |
| 6M | +22.1% | -20.1% | +42.2% | +33.0% |
| YTD | -1.0% | -13.9% | +12.9% | +3.7% |
| 1Y | -2.1% | -21.1% | +19.0% | +6.3% |
| 3Y | +44.6% | -6.6% | +51.2% | +42.8% |
| 5Y | +22.2% | +9.4% | +12.8% | +11.5% |
| 10Y | +364.7% | +220.5% | +144.2% | +143.7% |
| All | +973.2% | +1,524.7% | -551.5% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling