+140.4%
IGV vs PINS
-20.9%
+161.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.4% | -1.3% |
| 7D | -5.4% | -9.9% | +4.6% | -2.9% |
| 30D | -2.6% | -20.9% | +18.3% | +3.1% |
| 3M | +10.5% | -13.7% | +24.3% | +14.1% |
| 6M | +18.2% | -3.0% | +21.2% | +18.1% |
| YTD | -4.2% | -27.5% | +23.2% | +2.1% |
| 1Y | -9.8% | -46.8% | +37.0% | +2.9% |
| 3Y | +39.1% | -31.8% | +71.0% | +42.3% |
| 5Y | +21.2% | -65.4% | +86.6% | +34.3% |
| All | +140.4% | -20.9% | +161.3% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PINS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling