+941.3%
IGV vs M
+156.0%
+785.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +0.8% |
| 7D | -0.4% | +2.5% | -3.0% | -1.1% |
| 30D | -9.9% | +10.1% | -20.0% | -12.0% |
| 3M | -1.2% | -0.9% | -0.3% | -1.5% |
| 6M | +11.3% | +30.2% | -18.8% | +3.9% |
| YTD | -4.0% | +16.3% | -20.3% | -8.9% |
| 1Y | -7.3% | +27.0% | -34.3% | -14.0% |
| 3Y | +42.8% | +154.5% | -111.7% | +7.4% |
| 5Y | +13.7% | -1.1% | +14.7% | +0.6% |
| 10Y | +354.8% | +0.5% | +354.3% | +231.7% |
| All | +941.3% | +156.0% | +785.3% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling