+21.2%
IGV vs ON
+57.7%
-36.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.5% | -1.9% | +0.3% | -1.1% |
| 30D | -3.0% | -11.0% | +8.0% | -0.5% |
| 3M | +9.6% | -39.3% | +48.9% | +20.3% |
| 6M | +16.1% | +19.8% | -3.7% | +3.3% |
| YTD | -3.6% | +31.1% | -34.7% | -17.3% |
| 1Y | -7.8% | +46.0% | -53.8% | -24.0% |
| 3Y | +40.0% | -27.5% | +67.5% | +33.2% |
| 5Y | +21.2% | +56.9% | -35.7% | -14.4% |
| All | +21.2% | +57.7% | -36.5% | -14.4% |
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