+38.9%
IGV vs ON
-28.4%
+67.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.5% | -1.9% | +0.3% | -1.3% |
| 30D | -3.0% | -11.0% | +8.0% | -1.5% |
| 3M | +9.6% | -39.3% | +48.9% | +15.8% |
| 6M | +16.1% | +19.8% | -3.7% | +6.6% |
| YTD | -3.6% | +31.1% | -34.7% | -13.7% |
| 1Y | -7.8% | +46.0% | -53.8% | -19.7% |
| All | +38.9% | -28.4% | +67.3% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling