+357.1%
IGV vs PR
+65.1%
+292.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -2.3% | -9.5% | +7.2% | -1.7% |
| 30D | -11.0% | -5.7% | -5.3% | -10.7% |
| 3M | -4.5% | +3.0% | -7.4% | -4.7% |
| 6M | +10.1% | +11.8% | -1.7% | +9.1% |
| YTD | -5.1% | +58.5% | -63.5% | -8.1% |
| 1Y | -10.2% | +69.9% | -80.1% | -13.5% |
| 3Y | +37.7% | +84.9% | -47.2% | +31.5% |
| 5Y | +15.7% | +246.4% | -230.8% | +5.9% |
| 10Y | +357.1% | +70.3% | +286.8% | +371.1% |
| All | +357.1% | +65.1% | +292.1% | +371.1% |
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