+41.7%
IGV vs PCOR
+43.8%
-2.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -5.2% | +22.7% | -27.9% | -13.0% |
| 30D | -10.0% | +37.5% | -47.4% | -21.0% |
| 3M | -0.5% | +35.2% | -35.7% | -12.4% |
| 6M | +12.6% | +42.2% | -29.6% | -3.5% |
| YTD | -6.4% | +3.6% | -10.0% | -11.1% |
| 1Y | -9.5% | -4.8% | -4.8% | -11.5% |
| 3Y | +41.7% | +48.3% | -6.7% | +19.1% |
| All | +41.7% | +43.8% | -2.1% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling