+973.2%
IGV vs OMC
+254.6%
+718.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.1% |
| 7D | -4.5% | -6.4% | +1.9% | -1.5% |
| 30D | +3.2% | +1.1% | +2.1% | +2.7% |
| 3M | +4.5% | +10.4% | -5.9% | -0.8% |
| 6M | +22.1% | -1.7% | +23.8% | +22.2% |
| YTD | -1.0% | +4.4% | -5.5% | -4.9% |
| 1Y | -2.1% | +8.4% | -10.5% | -8.6% |
| 3Y | +44.6% | +14.4% | +30.2% | +28.2% |
| 5Y | +22.2% | +33.9% | -11.7% | -2.0% |
| 10Y | +364.7% | +34.9% | +329.9% | +237.4% |
| All | +973.2% | +254.6% | +718.6% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling