-2.1%
IGV vs S
+10.1%
-12.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -4.5% | -7.7% | +3.2% | -1.4% |
| 30D | +3.2% | -5.3% | +8.6% | +5.1% |
| 3M | +4.5% | +20.3% | -15.7% | -3.6% |
| 6M | +22.1% | +47.4% | -25.3% | +2.6% |
| YTD | -1.0% | +32.5% | -33.6% | -14.6% |
| 1Y | -2.1% | +9.5% | -11.6% | -12.0% |
| All | -2.1% | +10.1% | -12.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling