+23.1%
IGV vs LULU
-76.9%
+100.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.4% |
| 7D | -2.9% | -1.6% | -1.3% | -2.5% |
| 30D | -1.5% | -18.1% | +16.6% | +4.2% |
| 3M | +11.7% | -18.8% | +30.5% | +18.1% |
| 6M | +18.4% | -39.2% | +57.6% | +36.9% |
| YTD | -3.9% | -52.4% | +48.4% | +20.2% |
| 1Y | -9.7% | -40.3% | +30.6% | +4.0% |
| 3Y | +38.4% | -75.1% | +113.5% | +104.1% |
| All | +23.1% | -76.9% | +100.0% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 5y: compounded portfolio wealth divided by compounded LULU 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…
5y analysis · Full analysis span regression · 6 months rolling