+364.8%
IGV vs P
+666.7%
-301.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.1% | -1.7% |
| 7D | +2.5% | +17.8% | -15.4% | -2.0% |
| 30D | -8.6% | -29.9% | +21.3% | -0.4% |
| 3M | -1.6% | -1.2% | -0.4% | -3.4% |
| 6M | +13.4% | +32.1% | -18.7% | +0.5% |
| YTD | -4.0% | +64.3% | -68.3% | -21.3% |
| 1Y | -7.6% | +24.3% | -31.9% | -19.6% |
| 3Y | +39.3% | +203.2% | -163.9% | -15.1% |
| 5Y | +14.5% | +290.4% | -275.9% | -37.3% |
| All | +364.8% | +666.7% | -301.9% | +114.1% |
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