+364.4%
IGV vs M
-7.1%
+371.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.3% |
| 7D | -1.5% | -4.1% | +2.5% | -1.0% |
| 30D | -3.0% | -13.6% | +10.6% | -1.3% |
| 3M | +9.6% | -2.3% | +11.9% | +9.6% |
| 6M | +16.1% | +21.9% | -5.8% | +12.6% |
| YTD | -3.6% | -0.6% | -3.0% | -4.3% |
| 1Y | -7.8% | +29.7% | -37.6% | -11.9% |
| 3Y | +40.0% | +107.3% | -67.3% | +22.6% |
| 5Y | +21.2% | +20.5% | +0.7% | +11.4% |
| 10Y | +364.4% | -6.1% | +370.5% | +306.9% |
| All | +364.4% | -7.1% | +371.5% | +306.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling