+421.1%
IGV vs PR
+169.5%
+251.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -4.5% | +2.9% | -7.4% | -4.7% |
| 30D | +3.2% | +18.0% | -14.8% | +2.2% |
| 3M | +4.5% | +16.9% | -12.3% | +3.4% |
| 6M | +22.1% | +28.2% | -6.1% | +20.0% |
| YTD | -1.0% | +69.3% | -70.4% | -4.5% |
| 1Y | -2.1% | +69.5% | -71.6% | -5.6% |
| 3Y | +44.6% | +81.7% | -37.1% | +38.1% |
| 5Y | +22.2% | +422.2% | -400.1% | +10.2% |
| 10Y | +364.7% | +110.4% | +254.4% | +366.9% |
| All | +421.1% | +169.5% | +251.6% | +421.3% |
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