+1,028.6%
IGV vs LULU
+697.8%
+330.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | 0.0% |
| 7D | -1.5% | -16.9% | +15.4% | +2.8% |
| 30D | -3.0% | -22.0% | +18.9% | +2.7% |
| 3M | +9.6% | -17.8% | +27.4% | +14.3% |
| 6M | +16.1% | -41.3% | +57.4% | +31.2% |
| YTD | -3.6% | -52.0% | +48.4% | +14.4% |
| 1Y | -7.8% | -39.8% | +32.0% | +2.8% |
| 3Y | +40.0% | -74.8% | +114.8% | +86.9% |
| 5Y | +21.2% | -76.3% | +97.5% | +61.6% |
| 10Y | +364.4% | +53.9% | +310.5% | +294.3% |
| All | +1,028.6% | +697.8% | +330.9% | +431.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling