+11.2%
IGV vs P
+247.4%
-236.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | -1.0% |
| 7D | -5.2% | -23.8% | +18.6% | +1.0% |
| 30D | -10.0% | -36.6% | +26.6% | +0.1% |
| 3M | -0.5% | +10.9% | -11.4% | -5.7% |
| 6M | +12.6% | +30.0% | -17.4% | +0.2% |
| YTD | -6.4% | +44.4% | -50.8% | -20.1% |
| 1Y | -9.5% | +3.9% | -13.5% | -17.0% |
| 3Y | +41.7% | +176.6% | -134.9% | -15.8% |
| All | +11.2% | +247.4% | -236.2% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling