+37.7%
IGV vs PR
+86.9%
-49.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -2.3% | -9.5% | +7.2% | -0.7% |
| 30D | -11.0% | -5.7% | -5.3% | -10.3% |
| 3M | -4.5% | +3.0% | -7.4% | -5.4% |
| 6M | +10.1% | +11.8% | -1.7% | +6.9% |
| YTD | -5.1% | +58.5% | -63.5% | -16.0% |
| 1Y | -10.2% | +69.9% | -80.1% | -22.2% |
| 3Y | +37.7% | +84.9% | -47.2% | +14.8% |
| All | +37.7% | +86.9% | -49.1% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling