+34.1%
IGV vs S
-56.8%
+90.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -4.5% | -7.7% | +3.2% | -2.2% |
| 30D | +3.2% | -5.3% | +8.6% | +4.7% |
| 3M | +4.5% | +20.3% | -15.7% | -1.4% |
| 6M | +22.1% | +47.4% | -25.3% | +8.0% |
| YTD | -1.0% | +32.5% | -33.6% | -9.9% |
| 1Y | -2.1% | +9.5% | -11.6% | -6.6% |
| 3Y | +44.6% | +15.5% | +29.1% | +29.7% |
| 5Y | +22.2% | -71.2% | +93.4% | +35.7% |
| All | +34.1% | -56.8% | +90.9% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling