+11.2%
IGV vs PR
+225.0%
-213.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.4% |
| 7D | -5.2% | -16.4% | +11.2% | -2.5% |
| 30D | -10.0% | -1.9% | -8.1% | -9.9% |
| 3M | -0.5% | +8.0% | -8.5% | -2.2% |
| 6M | +12.6% | +4.1% | +8.5% | +11.0% |
| YTD | -6.4% | +58.7% | -65.1% | -15.0% |
| 1Y | -9.5% | +75.8% | -85.4% | -19.5% |
| 3Y | +41.7% | +73.2% | -31.5% | +23.9% |
| All | +11.2% | +225.0% | -213.9% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling