+938.5%
IGV vs ON
+1,681.0%
-742.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | +0.5% |
| 7D | +2.3% | +12.2% | -9.9% | -0.2% |
| 30D | -6.0% | -3.1% | -2.9% | -5.6% |
| 3M | -4.8% | -12.9% | +8.1% | -2.7% |
| 6M | +14.2% | -38.6% | +52.8% | +22.5% |
| YTD | -4.2% | +31.2% | -35.5% | -14.4% |
| 1Y | -5.3% | +47.6% | -52.9% | -17.7% |
| 3Y | +38.8% | +6.6% | +32.2% | +23.5% |
| 5Y | +14.2% | +21.3% | -7.1% | -4.1% |
| 10Y | +357.6% | +533.3% | -175.8% | +156.0% |
| All | +938.5% | +1,681.0% | -742.5% | +271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling