+43.9%
IGV vs RF
+86.8%
-42.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -4.5% | +1.3% | -5.8% | -4.9% |
| 30D | +3.2% | -3.6% | +6.8% | +4.4% |
| 3M | +4.5% | +8.1% | -3.6% | +1.8% |
| 6M | +22.1% | +11.5% | +10.6% | +17.3% |
| YTD | -1.0% | +15.6% | -16.6% | -6.4% |
| 1Y | -2.1% | +15.7% | -17.8% | -7.6% |
| All | +43.9% | +86.8% | -42.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 3y: compounded portfolio wealth divided by compounded RF 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…
3y analysis · Full analysis span regression · 6 months rolling