+36.2%
IGV vs PL
+46.6%
-10.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.5% | -11.9% | +0.7% |
| 7D | -0.4% | +10.9% | -11.3% | -2.1% |
| 30D | -9.9% | -16.4% | +6.4% | -8.1% |
| 3M | -1.2% | -39.9% | +38.8% | +5.0% |
| 6M | +11.3% | -63.2% | +74.5% | +24.4% |
| YTD | -4.0% | -27.1% | +23.1% | -5.2% |
| 1Y | -7.3% | +12.2% | -19.5% | -15.2% |
| 3Y | +42.8% | +584.3% | -541.5% | -13.8% |
| 5Y | +13.7% | +37.0% | -23.3% | -17.9% |
| All | +36.2% | +46.6% | -10.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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