+44.0%
IGV vs S
+16.9%
+27.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -4.5% | -7.7% | +3.2% | -1.9% |
| 30D | +3.2% | -5.3% | +8.6% | +4.9% |
| 3M | +4.5% | +20.3% | -15.7% | -2.2% |
| 6M | +22.1% | +47.4% | -25.3% | +6.2% |
| YTD | -1.0% | +32.5% | -33.6% | -11.2% |
| 1Y | -2.1% | +9.5% | -11.6% | -7.8% |
| All | +44.0% | +16.9% | +27.1% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling