+941.3%
IGV vs SO
+1,126.0%
-184.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.1% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | -9.9% | +8.6% | -18.5% | -12.8% |
| 3M | -1.2% | +1.8% | -3.0% | -2.1% |
| 6M | +11.3% | +3.6% | +7.7% | +9.1% |
| YTD | -4.0% | +9.9% | -13.9% | -8.6% |
| 1Y | -7.3% | +5.7% | -13.0% | -10.5% |
| 3Y | +42.8% | +52.5% | -9.7% | +15.8% |
| 5Y | +13.7% | +77.3% | -63.7% | -15.0% |
| 10Y | +354.8% | +186.8% | +168.0% | +159.9% |
| All | +941.3% | +1,126.0% | -184.7% | +204.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling