+40.2%
IGV vs RF
+118.1%
-77.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -1.3% | -1.3% | +0.1% | -0.8% |
| 30D | -8.1% | +4.6% | -12.8% | -9.5% |
| 3M | -1.6% | -8.4% | +6.8% | +1.1% |
| 6M | +12.7% | +8.9% | +3.9% | +9.1% |
| YTD | -3.3% | +8.8% | -12.1% | -7.0% |
| 1Y | -7.9% | +18.9% | -26.8% | -14.5% |
| All | +40.2% | +118.1% | -77.9% | +11.0% |
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