+31.1%
IGV vs S
-48.3%
+79.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.4% |
| 7D | -1.3% | +1.2% | -2.5% | -1.7% |
| 30D | -8.1% | -7.3% | -0.8% | -6.4% |
| 3M | -1.6% | +5.9% | -7.5% | -4.2% |
| 6M | +12.7% | +45.6% | -32.9% | -0.5% |
| YTD | -3.3% | +58.5% | -61.8% | -17.1% |
| 1Y | -7.9% | +37.6% | -45.5% | -18.3% |
| 3Y | +40.3% | +51.7% | -11.3% | +15.8% |
| 5Y | +17.3% | -67.5% | +84.8% | +24.9% |
| All | +31.1% | -48.3% | +79.4% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling