+44.0%
IGV vs PFE
+0.1%
+43.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -4.5% | +1.8% | -6.3% | -4.7% |
| 30D | +3.2% | +10.2% | -7.0% | +2.1% |
| 3M | +4.5% | +12.7% | -8.2% | +3.1% |
| 6M | +22.1% | +10.5% | +11.6% | +20.6% |
| YTD | -1.0% | +20.2% | -21.2% | -3.2% |
| 1Y | -2.1% | +24.1% | -26.2% | -4.8% |
| All | +44.0% | +0.1% | +43.9% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling