+364.8%
IGV vs PFE
+46.4%
+318.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.2% |
| 7D | +2.5% | -2.1% | +4.6% | +3.1% |
| 30D | -8.6% | +3.1% | -11.7% | -9.5% |
| 3M | -1.6% | +11.2% | -12.8% | -4.7% |
| 6M | +13.4% | +15.0% | -1.6% | +8.7% |
| YTD | -4.0% | +23.5% | -27.5% | -10.1% |
| 1Y | -7.6% | +18.9% | -26.5% | -12.7% |
| 3Y | +39.3% | +18.7% | +20.5% | +28.8% |
| 5Y | +14.5% | -24.0% | +38.5% | +20.9% |
| All | +364.8% | +46.4% | +318.4% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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