+357.9%
IGV vs P
+712.4%
-354.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.3% |
| 7D | -3.3% | +7.8% | -11.2% | -5.3% |
| 30D | 0.0% | +12.3% | -12.3% | -4.1% |
| 3M | +7.3% | +37.1% | -29.8% | -3.6% |
| 6M | +16.7% | +66.1% | -49.4% | -2.1% |
| YTD | -2.8% | +50.9% | -53.8% | -17.0% |
| 1Y | -6.7% | +27.2% | -33.9% | -18.4% |
| 3Y | +41.1% | +158.7% | -117.5% | -7.9% |
| 5Y | +22.0% | +291.1% | -269.1% | -31.7% |
| 10Y | +357.9% | +715.0% | -357.1% | +105.7% |
| All | +357.9% | +712.4% | -354.4% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling