+973.2%
IGV vs RF
+174.2%
+798.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | -4.5% | +1.3% | -5.8% | -4.8% |
| 30D | +3.2% | -3.6% | +6.8% | +4.0% |
| 3M | +4.5% | +8.1% | -3.6% | +2.6% |
| 6M | +22.1% | +11.5% | +10.6% | +18.9% |
| YTD | -1.0% | +15.6% | -16.6% | -4.6% |
| 1Y | -2.1% | +15.7% | -17.8% | -5.8% |
| 3Y | +44.6% | +86.9% | -42.3% | +24.0% |
| 5Y | +22.2% | +89.8% | -67.7% | +3.4% |
| 10Y | +364.7% | +344.7% | +20.0% | +209.2% |
| All | +973.2% | +174.2% | +798.9% | +389.8% |
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 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