+23.5%
IGV vs PR
+433.6%
-410.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -4.5% | +2.9% | -7.4% | -4.9% |
| 30D | +3.2% | +18.0% | -14.8% | +0.5% |
| 3M | +4.5% | +16.9% | -12.3% | +1.6% |
| 6M | +22.1% | +28.2% | -6.1% | +16.4% |
| YTD | -1.0% | +69.3% | -70.4% | -10.3% |
| 1Y | -2.1% | +69.5% | -71.6% | -11.6% |
| 3Y | +44.6% | +81.7% | -37.1% | +26.5% |
| All | +23.5% | +433.6% | -410.1% | -7.5% |
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