+31.6%
IGV vs S
-57.8%
+89.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.1% |
| 7D | -3.3% | -5.8% | +2.5% | -1.6% |
| 30D | 0.0% | -9.2% | +9.2% | +2.7% |
| 3M | +7.3% | +23.4% | -16.0% | +0.5% |
| 6M | +16.7% | +36.9% | -20.2% | +5.4% |
| YTD | -2.8% | +29.5% | -32.4% | -10.9% |
| 1Y | -6.7% | +5.4% | -12.1% | -10.0% |
| 3Y | +41.1% | +14.7% | +26.4% | +27.0% |
| 5Y | +22.0% | -71.5% | +93.5% | +36.3% |
| All | +31.6% | -57.8% | +89.4% | +40.9% |
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