+15.1%
IGV vs ON
+20.2%
-5.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -2.3% | -4.1% | +1.8% | -1.5% |
| 30D | -11.0% | -10.2% | -0.7% | -8.9% |
| 3M | -4.5% | -12.7% | +8.3% | -2.2% |
| 6M | +10.1% | -32.5% | +42.6% | +15.4% |
| YTD | -5.1% | +28.6% | -33.6% | -19.0% |
| 1Y | -10.2% | +43.4% | -53.6% | -26.2% |
| 3Y | +37.7% | +3.3% | +34.4% | +14.8% |
| All | +15.1% | +20.2% | -5.0% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling