+1,001.6%
IGV vs SCHG
+1,127.0%
-125.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.1% |
| 7D | -1.5% | -0.9% | -0.7% | -0.5% |
| 30D | -3.0% | -2.3% | -0.7% | -0.3% |
| 3M | +9.6% | +4.5% | +5.1% | +4.7% |
| 6M | +16.1% | +13.6% | +2.6% | +1.4% |
| YTD | -3.6% | +7.6% | -11.2% | -10.5% |
| 1Y | -7.8% | +13.0% | -20.9% | -18.9% |
| 3Y | +40.0% | +87.0% | -47.0% | -29.2% |
| 5Y | +21.2% | +82.9% | -61.6% | -36.5% |
| 10Y | +364.4% | +453.6% | -89.2% | -28.2% |
| All | +1,001.6% | +1,127.0% | -125.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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