+442.1%
IGV vs P
+485.4%
-43.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.6% |
| 7D | -4.5% | +6.5% | -11.0% | -6.0% |
| 30D | +3.2% | +18.8% | -15.6% | -2.2% |
| 3M | +4.5% | +26.7% | -22.2% | -3.5% |
| 6M | +22.1% | +62.2% | -40.1% | +4.3% |
| YTD | -1.0% | +48.5% | -49.5% | -14.2% |
| 1Y | -2.1% | +26.4% | -28.5% | -13.4% |
| 3Y | +44.6% | +159.4% | -114.8% | -2.3% |
| 5Y | +22.2% | +275.8% | -253.6% | -27.1% |
| 10Y | +364.7% | +732.0% | -367.3% | +123.8% |
| All | +442.1% | +485.4% | -43.2% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling