+973.2%
IGV vs M
+134.4%
+838.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.8% |
| 7D | -4.5% | +4.7% | -9.2% | -5.5% |
| 30D | +3.2% | -9.6% | +12.9% | +5.5% |
| 3M | +4.5% | +0.9% | +3.7% | +3.8% |
| 6M | +22.1% | +22.3% | -0.2% | +15.7% |
| YTD | -1.0% | +6.5% | -7.6% | -3.9% |
| 1Y | -2.1% | +38.8% | -40.9% | -10.8% |
| 3Y | +44.6% | +115.9% | -71.3% | +13.0% |
| 5Y | +22.2% | +28.6% | -6.5% | +1.3% |
| 10Y | +364.7% | -2.5% | +367.3% | +239.8% |
| All | +973.2% | +134.4% | +838.7% | +238.6% |
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