+41.3%
IGV vs PCOR
-10.3%
+51.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -5.2% | +22.7% | -27.9% | -13.2% |
| 30D | -10.0% | +37.5% | -47.4% | -21.3% |
| 3M | -0.5% | +35.2% | -35.7% | -12.7% |
| 6M | +12.6% | +42.2% | -29.6% | -3.8% |
| YTD | -6.4% | +3.6% | -10.0% | -10.8% |
| 1Y | -9.5% | -4.8% | -4.8% | -11.0% |
| 3Y | +41.7% | +48.3% | -6.7% | +11.5% |
| 5Y | +12.7% | -20.1% | +32.7% | -1.8% |
| All | +41.3% | -10.3% | +51.6% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling