-7.5%
IGV vs M
+36.6%
-44.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.7% | +0.6% |
| 7D | -7.5% | +8.3% | -15.7% | -7.7% |
| 30D | -5.6% | +14.2% | -19.8% | -6.1% |
| 3M | +1.5% | -1.1% | +2.6% | +1.5% |
| 6M | +17.1% | +36.6% | -19.5% | +16.4% |
| YTD | -2.0% | +19.8% | -21.8% | -2.6% |
| 1Y | -7.5% | +37.2% | -44.7% | -10.5% |
| All | -7.5% | +36.6% | -44.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling