+363.6%
IGV vs PM
+264.7%
+98.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.5% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | -6.0% | -3.2% | -2.8% | -5.5% |
| 3M | -4.8% | +6.2% | -11.0% | -6.3% |
| 6M | +14.2% | +7.7% | +6.6% | +11.7% |
| YTD | -4.2% | +27.3% | -31.5% | -10.8% |
| 1Y | -5.3% | +32.8% | -38.0% | -12.9% |
| 3Y | +38.8% | +150.0% | -111.2% | +2.7% |
| 5Y | +14.2% | +164.2% | -150.0% | -18.2% |
| All | +363.6% | +264.7% | +98.9% | +180.3% |
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