+42.4%
IGV vs PATH
-79.4%
+121.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | 0.0% |
| 7D | -7.5% | -4.8% | -2.7% | -6.1% |
| 30D | -5.6% | +2.7% | -8.3% | -6.3% |
| 3M | +1.5% | -4.2% | +5.7% | +2.0% |
| 6M | +17.1% | +24.7% | -7.6% | +8.8% |
| YTD | -2.0% | -17.6% | +15.6% | +0.9% |
| 1Y | -7.5% | -5.3% | -2.2% | -9.3% |
| 3Y | +48.1% | -22.0% | +70.0% | +41.5% |
| 5Y | +17.1% | -76.5% | +93.6% | +27.2% |
| All | +42.4% | -79.4% | +121.8% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling