+22.0%
IGV vs O
+14.8%
+7.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | -3.3% | -0.6% | -2.8% | -3.2% |
| 30D | 0.0% | -2.0% | +1.9% | +0.5% |
| 3M | +7.3% | +3.0% | +4.3% | +6.2% |
| 6M | +16.7% | -3.6% | +20.4% | +17.6% |
| YTD | -2.8% | +12.1% | -14.9% | -8.0% |
| 1Y | -6.7% | +8.9% | -15.6% | -10.7% |
| 3Y | +41.1% | +30.3% | +10.8% | +21.2% |
| 5Y | +22.0% | +13.7% | +8.3% | +12.9% |
| All | +22.0% | +14.8% | +7.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 5y: compounded portfolio wealth divided by compounded O 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…
5y analysis · Full analysis span regression · 6 months rolling