+364.4%
IGV vs PM
+202.2%
+162.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.5% | -1.2% | -0.4% | -1.3% |
| 30D | -3.0% | -0.2% | -2.9% | -3.1% |
| 3M | +9.6% | +4.9% | +4.7% | +8.0% |
| 6M | +16.1% | +9.0% | +7.1% | +12.8% |
| YTD | -3.6% | +17.8% | -21.4% | -8.6% |
| 1Y | -7.8% | +16.8% | -24.7% | -12.7% |
| 3Y | +40.0% | +125.4% | -85.5% | +6.1% |
| 5Y | +21.2% | +128.7% | -107.5% | -9.7% |
| 10Y | +364.4% | +211.8% | +152.6% | +192.4% |
| All | +364.4% | +202.2% | +162.2% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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