+364.8%
IGV vs ON
+557.7%
-192.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +2.5% | +17.0% | -14.5% | -1.8% |
| 30D | -8.6% | -3.9% | -4.7% | -7.9% |
| 3M | -1.6% | -11.5% | +9.9% | +0.6% |
| 6M | +13.4% | -29.2% | +42.6% | +18.4% |
| YTD | -4.0% | +36.2% | -40.2% | -18.9% |
| 1Y | -7.6% | +49.6% | -57.3% | -24.4% |
| 3Y | +39.3% | +9.4% | +29.9% | +16.0% |
| 5Y | +14.5% | +25.8% | -11.3% | -13.9% |
| All | +364.8% | +557.7% | -192.9% | +96.7% |
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