+37.7%
IGV vs PATH
-22.5%
+60.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | -2.3% | -2.3% | 0.0% | -1.6% |
| 30D | -11.0% | -4.8% | -6.1% | -9.6% |
| 3M | -4.5% | -17.7% | +13.2% | +0.4% |
| 6M | +10.1% | +18.9% | -8.8% | +3.9% |
| YTD | -5.1% | -21.7% | +16.7% | -1.6% |
| 1Y | -10.2% | -9.6% | -0.6% | -11.0% |
| 3Y | +37.7% | -25.8% | +63.6% | +37.9% |
| All | +37.7% | -22.5% | +60.3% | +37.9% |
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