+363.6%
IGV vs PR
+86.0%
+277.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | +2.3% | +6.0% | -3.6% | +2.0% |
| 30D | -6.0% | -4.2% | -1.8% | -5.8% |
| 3M | -4.8% | +10.0% | -14.7% | -5.4% |
| 6M | +14.2% | +15.6% | -1.4% | +13.0% |
| YTD | -4.2% | +68.2% | -72.4% | -7.6% |
| 1Y | -5.3% | +79.2% | -84.5% | -9.0% |
| 3Y | +38.8% | +94.9% | -56.1% | +32.0% |
| 5Y | +14.2% | +272.8% | -258.6% | +4.1% |
| All | +363.6% | +86.0% | +277.6% | +378.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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