+364.4%
IGV vs SO
+155.9%
+208.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.5% | 0.0% | -1.6% | -1.5% |
| 30D | -3.0% | -2.5% | -0.5% | -2.5% |
| 3M | +9.6% | -4.2% | +13.7% | +10.5% |
| 6M | +16.1% | -7.7% | +23.8% | +17.8% |
| YTD | -3.6% | +3.8% | -7.4% | -5.4% |
| 1Y | -7.8% | +0.1% | -7.9% | -8.8% |
| 3Y | +40.0% | +44.2% | -4.2% | +21.2% |
| 5Y | +21.2% | +57.9% | -36.7% | +0.8% |
| 10Y | +364.4% | +162.0% | +202.4% | +241.5% |
| All | +364.4% | +155.9% | +208.5% | +241.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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