+945.1%
IGV vs LUV
+134.8%
+810.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -3.0% | -13.4% | +10.4% | +1.2% |
| 3M | +9.6% | -9.6% | +19.2% | +12.3% |
| 6M | +16.1% | -8.9% | +25.0% | +17.8% |
| YTD | -3.6% | -5.2% | +1.5% | -5.1% |
| 1Y | -7.8% | +27.0% | -34.9% | -17.9% |
| 3Y | +40.0% | +39.6% | +0.3% | +15.4% |
| 5Y | +21.2% | -14.4% | +35.6% | +15.2% |
| 10Y | +364.4% | +17.3% | +347.1% | +257.5% |
| All | +945.1% | +134.8% | +810.2% | +394.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 LUV 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