+949.2%
IGV vs ON
+1,745.1%
-796.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +0.7% |
| 7D | -1.3% | +3.3% | -4.6% | -2.1% |
| 30D | -8.1% | -3.1% | -5.0% | -7.7% |
| 3M | -1.6% | -9.2% | +7.6% | -0.4% |
| 6M | +12.7% | -31.4% | +44.1% | +17.8% |
| YTD | -3.3% | +36.0% | -39.2% | -14.1% |
| 1Y | -7.9% | +52.0% | -59.9% | -20.4% |
| 3Y | +40.3% | +9.3% | +31.1% | +24.2% |
| 5Y | +17.3% | +26.5% | -9.2% | -2.3% |
| 10Y | +362.3% | +556.1% | -193.9% | +156.7% |
| All | +949.2% | +1,745.1% | -796.0% | +272.8% |
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