-5.3%
IGV vs M
+24.3%
-29.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | +2.3% | +7.0% | -4.7% | +2.0% |
| 30D | -6.0% | +8.9% | -14.9% | -6.3% |
| 3M | -4.8% | +4.5% | -9.3% | -5.0% |
| 6M | +14.2% | +36.2% | -22.0% | +14.1% |
| YTD | -4.2% | +15.1% | -19.4% | -4.6% |
| 1Y | -5.3% | +27.4% | -32.7% | -6.8% |
| All | -5.3% | +24.3% | -29.6% | -6.8% |
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