+1,073.7%
IGV vs PM
+832.2%
+241.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | -5.2% | -5.2% | 0.0% | -3.4% |
| 30D | -10.0% | +2.7% | -12.7% | -11.1% |
| 3M | -0.5% | +6.1% | -6.7% | -3.1% |
| 6M | +12.6% | +18.0% | -5.4% | +4.6% |
| YTD | -6.4% | +26.6% | -33.0% | -16.3% |
| 1Y | -9.5% | +36.7% | -46.2% | -21.6% |
| 3Y | +41.7% | +146.0% | -104.3% | -7.5% |
| 5Y | +12.7% | +164.1% | -151.4% | -30.2% |
| 10Y | +354.1% | +238.8% | +115.3% | +133.4% |
| All | +1,073.7% | +832.2% | +241.4% | +216.2% |
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