+43.9%
IGV vs PATH
-3.6%
+47.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.6% | +14.4% | +2.5% |
| 7D | -4.5% | -16.3% | +11.8% | 0.0% |
| 30D | +3.2% | +9.9% | -6.7% | 0.0% |
| 3M | +4.5% | +30.2% | -25.6% | -3.7% |
| 6M | +22.1% | +37.2% | -15.1% | +10.3% |
| YTD | -1.0% | -7.3% | +6.3% | -2.1% |
| 1Y | -2.1% | +40.0% | -42.1% | -15.5% |
| All | +43.9% | -3.6% | +47.4% | +29.5% |
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