+914.8%
IGV vs RF
+155.2%
+759.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | -10.0% | +6.0% | -16.0% | -11.2% |
| 3M | -0.5% | -8.9% | +8.4% | +1.4% |
| 6M | +12.6% | +2.3% | +10.3% | +11.8% |
| YTD | -6.4% | +7.6% | -14.0% | -8.4% |
| 1Y | -9.5% | +21.2% | -30.7% | -13.8% |
| 3Y | +41.7% | +108.5% | -66.8% | +19.0% |
| 5Y | +12.7% | +43.2% | -30.6% | +1.3% |
| 10Y | +354.1% | +288.1% | +66.0% | +210.9% |
| All | +914.8% | +155.2% | +759.6% | +370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling