-7.5%
IGV vs PATH
-10.3%
+2.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | -0.1% |
| 7D | -7.5% | -4.8% | -2.7% | -5.8% |
| 30D | -5.6% | +2.7% | -8.3% | -6.5% |
| 3M | +1.5% | -4.2% | +5.7% | +1.9% |
| 6M | +17.1% | +24.7% | -7.6% | +7.0% |
| YTD | -2.0% | -17.6% | +15.6% | -4.3% |
| 1Y | -7.5% | -5.3% | -2.2% | -12.7% |
| All | -7.5% | -10.3% | +2.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling