+23.5%
IGV vs PATH
-76.4%
+99.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.6% | +14.4% | +2.7% |
| 7D | -4.5% | -16.3% | +11.8% | +0.2% |
| 30D | +3.2% | +9.9% | -6.7% | -0.2% |
| 3M | +4.5% | +30.2% | -25.6% | -4.2% |
| 6M | +22.1% | +37.2% | -15.1% | +9.6% |
| YTD | -1.0% | -7.3% | +6.3% | -1.3% |
| 1Y | -2.1% | +40.0% | -42.1% | -16.2% |
| 3Y | +44.6% | -4.4% | +49.0% | +28.6% |
| All | +23.5% | -76.4% | +99.9% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling