-7.9%
IGV vs SO
+6.6%
-14.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +2.0% |
| 7D | -1.3% | +0.8% | -2.1% | -0.9% |
| 30D | -8.1% | +7.8% | -15.9% | -4.2% |
| 3M | -1.6% | +2.9% | -4.6% | -0.1% |
| 6M | +12.7% | +2.5% | +10.3% | +15.0% |
| YTD | -3.3% | +10.3% | -13.5% | +4.2% |
| 1Y | -7.9% | +6.4% | -14.3% | -0.4% |
| All | -7.9% | +6.6% | -14.5% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling