+1,090.9%
IGV vs PM
+815.1%
+275.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -2.3% | -6.6% | +4.4% | +0.1% |
| 30D | -11.0% | -3.4% | -7.5% | -10.1% |
| 3M | -4.5% | +5.3% | -9.8% | -6.7% |
| 6M | +10.1% | +15.5% | -5.4% | +3.0% |
| YTD | -5.1% | +24.3% | -29.3% | -14.5% |
| 1Y | -10.2% | +29.7% | -39.9% | -20.7% |
| 3Y | +37.7% | +144.9% | -107.2% | -10.1% |
| 5Y | +15.7% | +159.0% | -143.3% | -27.8% |
| 10Y | +357.1% | +250.9% | +106.2% | +129.7% |
| All | +1,090.9% | +815.1% | +275.8% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling