+354.8%
IGV vs P
+748.5%
-393.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | +0.9% |
| 7D | -0.4% | -9.6% | +9.2% | +1.9% |
| 30D | -9.9% | -33.4% | +23.5% | -0.6% |
| 3M | -1.2% | +14.2% | -15.4% | -7.2% |
| 6M | +11.3% | +31.6% | -20.2% | -1.6% |
| YTD | -4.0% | +53.5% | -57.5% | -19.7% |
| 1Y | -7.3% | +14.2% | -21.5% | -17.4% |
| 3Y | +42.8% | +190.5% | -147.7% | -11.8% |
| 5Y | +13.7% | +256.3% | -242.7% | -35.9% |
| 10Y | +354.8% | +707.9% | -353.1% | +100.2% |
| All | +354.8% | +748.5% | -393.7% | +100.2% |
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