+36.2%
IGV vs PATH
-80.1%
+116.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.7% | -3.3% |
| 7D | -8.3% | -5.6% | -2.7% | -6.8% |
| 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% | +5.0% |
| YTD | -6.3% | -20.6% | +14.3% | -2.4% |
| 1Y | -11.4% | -10.6% | -0.8% | -11.6% |
| 3Y | +41.5% | -24.9% | +66.4% | +36.8% |
| 5Y | +12.8% | -76.8% | +89.6% | +23.6% |
| All | +36.2% | -80.1% | +116.3% | +50.7% |
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