+43.3%
IGV vs PCOR
-9.2%
+52.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.0% |
| 7D | -2.3% | +20.7% | -23.0% | -9.9% |
| 30D | -11.0% | +35.7% | -46.6% | -21.7% |
| 3M | -4.5% | +31.1% | -35.5% | -15.1% |
| 6M | +10.1% | +43.1% | -33.0% | -6.2% |
| YTD | -5.1% | +4.8% | -9.9% | -9.9% |
| 1Y | -10.2% | -3.7% | -6.6% | -12.1% |
| 3Y | +37.7% | +46.5% | -8.8% | +9.1% |
| 5Y | +15.7% | -17.3% | +33.0% | 0.0% |
| All | +43.3% | -9.2% | +52.6% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling