+356.3%
IGV vs OMC
+35.0%
+321.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.1% |
| 7D | -5.4% | -6.2% | +0.9% | -3.4% |
| 30D | -2.6% | -7.6% | +4.9% | -0.2% |
| 3M | +10.5% | +7.4% | +3.1% | +7.7% |
| 6M | +18.2% | +0.1% | +18.0% | +17.6% |
| YTD | -4.2% | +0.4% | -4.7% | -5.4% |
| 1Y | -9.8% | +7.8% | -17.6% | -13.4% |
| 3Y | +39.1% | +11.8% | +27.3% | +29.9% |
| 5Y | +21.2% | +32.5% | -11.2% | +6.3% |
| All | +356.3% | +35.0% | +321.3% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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