+49.4%
IGV vs PCOR
-30.9%
+80.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.0% | -0.5% |
| 7D | -4.5% | -9.0% | +4.5% | -0.9% |
| 30D | +3.2% | +4.2% | -0.9% | +1.6% |
| 3M | +4.5% | +14.4% | -9.9% | -1.5% |
| 6M | +22.1% | +0.2% | +21.9% | +20.2% |
| YTD | -1.0% | -20.3% | +19.2% | +5.7% |
| 1Y | -2.1% | -16.1% | +14.0% | +1.7% |
| 3Y | +44.6% | -14.7% | +59.3% | +41.8% |
| 5Y | +22.2% | -43.2% | +65.3% | +19.9% |
| All | +49.4% | -30.9% | +80.3% | +44.5% |
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