+357.7%
IGV vs ON
+655.4%
-297.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.2% | -1.9% |
| 7D | -2.9% | +2.4% | -5.3% | -3.6% |
| 30D | -1.5% | -8.6% | +7.1% | +0.6% |
| 3M | +11.7% | -34.3% | +46.0% | +21.4% |
| 6M | +18.4% | +28.5% | -10.1% | +3.6% |
| YTD | -3.9% | +40.6% | -44.5% | -18.9% |
| 1Y | -9.7% | +55.3% | -65.0% | -26.6% |
| 3Y | +38.4% | -22.2% | +60.6% | +28.4% |
| 5Y | +21.6% | +62.4% | -40.8% | -14.9% |
| All | +357.7% | +655.4% | -297.6% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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