+15.7%
IGV vs PH
+211.9%
-196.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -2.3% | +2.1% | -4.4% | -3.2% |
| 30D | -11.0% | +0.3% | -11.2% | -11.3% |
| 3M | -4.5% | -8.8% | +4.3% | -1.1% |
| 6M | +10.1% | +10.0% | 0.0% | +3.5% |
| YTD | -5.1% | +10.5% | -15.5% | -12.5% |
| 1Y | -10.2% | +15.5% | -25.7% | -19.4% |
| 3Y | +37.7% | +136.4% | -98.6% | -20.1% |
| 5Y | +15.7% | +213.6% | -197.9% | -48.0% |
| All | +15.7% | +211.9% | -196.3% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling