+41.9%
IGV vs PATH
-24.3%
+66.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.7% | -3.3% |
| 7D | -8.3% | -5.6% | -2.7% | -6.7% |
| 30D | -10.9% | -0.7% | -10.2% | -10.7% |
| 3M | -2.3% | -5.9% | +3.6% | -1.2% |
| 6M | +12.2% | +21.6% | -9.4% | +5.1% |
| YTD | -6.3% | -20.6% | +14.3% | -3.3% |
| 1Y | -11.4% | -10.6% | -0.8% | -12.0% |
| All | +41.9% | -24.3% | +66.2% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling