+973.2%
IGV vs PH
+4,826.4%
-3,853.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.5% | -3.1% | -1.4% | -3.0% |
| 30D | +3.2% | -3.2% | +6.5% | +4.4% |
| 3M | +4.5% | +10.6% | -6.1% | -1.4% |
| 6M | +22.1% | -2.1% | +24.2% | +20.7% |
| YTD | -1.0% | +10.2% | -11.2% | -8.1% |
| 1Y | -2.1% | +28.2% | -30.3% | -16.1% |
| 3Y | +44.6% | +134.9% | -90.3% | -10.0% |
| 5Y | +22.2% | +253.6% | -231.5% | -38.8% |
| 10Y | +364.7% | +804.7% | -440.0% | +28.5% |
| All | +973.2% | +4,826.4% | -3,853.2% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling