+393.4%
IGV vs PR
+147.8%
+245.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.5% | -4.1% |
| 7D | -8.3% | -16.5% | +8.2% | -7.3% |
| 30D | -10.9% | -4.5% | -6.4% | -10.7% |
| 3M | -2.3% | +8.5% | -10.8% | -2.9% |
| 6M | +12.2% | -3.3% | +15.5% | +12.1% |
| YTD | -6.3% | +55.7% | -62.0% | -9.2% |
| 1Y | -11.4% | +82.0% | -93.4% | -15.0% |
| 3Y | +41.5% | +62.5% | -20.9% | +36.1% |
| 5Y | +12.8% | +223.9% | -211.1% | +3.7% |
| 10Y | +354.7% | +64.2% | +290.5% | +355.9% |
| All | +393.4% | +147.8% | +245.6% | +395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling