+24.3%
IGV vs PTC
+7.8%
+16.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.0% | +3.8% | +1.3% |
| 7D | -4.5% | -10.3% | +5.8% | +1.7% |
| 30D | +3.2% | +1.1% | +2.1% | +2.3% |
| 3M | +4.5% | +1.6% | +2.9% | +2.3% |
| 6M | +22.1% | -13.5% | +35.6% | +31.6% |
| YTD | -1.0% | -19.1% | +18.0% | +10.9% |
| 1Y | -2.1% | -33.9% | +31.8% | +23.4% |
| 3Y | +44.6% | -3.9% | +48.5% | +37.8% |
| All | +24.3% | +7.8% | +16.5% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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