+22.0%
IGV vs SO
+61.3%
-39.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.8% |
| 7D | -3.3% | +1.0% | -4.3% | -3.3% |
| 30D | 0.0% | -3.2% | +3.2% | +0.1% |
| 3M | +7.3% | -1.7% | +9.1% | +7.3% |
| 6M | +16.7% | -7.2% | +23.9% | +17.1% |
| YTD | -2.8% | +4.6% | -7.4% | -3.6% |
| 1Y | -6.7% | +1.2% | -7.9% | -7.2% |
| 3Y | +41.1% | +45.3% | -4.1% | +26.9% |
| 5Y | +22.0% | +58.7% | -36.7% | +8.1% |
| All | +22.0% | +61.3% | -39.3% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling