+1,141.2%
IGV vs PM
+752.6%
+388.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -1.5% |
| 7D | -4.5% | -4.9% | +0.4% | -2.8% |
| 30D | +3.2% | -3.4% | +6.6% | +4.3% |
| 3M | +4.5% | +5.2% | -0.6% | +1.9% |
| 6M | +22.1% | +3.7% | +18.4% | +18.6% |
| YTD | -1.0% | +15.8% | -16.8% | -8.3% |
| 1Y | -2.1% | +17.4% | -19.5% | -10.3% |
| 3Y | +44.6% | +116.9% | -72.3% | -0.8% |
| 5Y | +22.2% | +117.3% | -95.2% | -17.8% |
| 10Y | +364.7% | +193.8% | +171.0% | +154.8% |
| All | +1,141.2% | +752.6% | +388.6% | +246.5% |
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