+36.0%
IGV vs PATH
-80.2%
+116.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -5.2% | -5.3% | +0.1% | -3.7% |
| 30D | -10.0% | -0.5% | -9.4% | -9.8% |
| 3M | -0.5% | -7.1% | +6.6% | +0.9% |
| 6M | +12.6% | +23.8% | -11.2% | +4.9% |
| YTD | -6.4% | -20.7% | +14.3% | -2.6% |
| 1Y | -9.5% | -8.1% | -1.5% | -10.5% |
| 3Y | +41.7% | -21.8% | +63.5% | +35.4% |
| 5Y | +12.7% | -76.8% | +89.5% | +23.5% |
| All | +36.0% | -80.2% | +116.1% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling