+11.2%
IGV vs RF
+42.5%
-31.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | -10.0% | +6.0% | -16.0% | -11.9% |
| 3M | -0.5% | -8.9% | +8.4% | +2.7% |
| 6M | +12.6% | +2.3% | +10.3% | +11.2% |
| YTD | -6.4% | +7.6% | -14.0% | -9.9% |
| 1Y | -9.5% | +21.2% | -30.7% | -16.9% |
| 3Y | +41.7% | +108.5% | -66.8% | +3.8% |
| All | +11.2% | +42.5% | -31.3% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling