+973.2%
IGV vs SO
+1,054.4%
-81.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | +3.2% | -4.6% | +7.8% | +4.9% |
| 3M | +4.5% | -3.0% | +7.6% | +5.3% |
| 6M | +22.1% | -8.3% | +30.4% | +25.1% |
| YTD | -1.0% | +3.5% | -4.6% | -3.5% |
| 1Y | -2.1% | -0.9% | -1.2% | -3.2% |
| 3Y | +44.6% | +45.4% | -0.8% | +19.3% |
| 5Y | +22.2% | +59.6% | -37.5% | -4.6% |
| 10Y | +364.7% | +156.6% | +208.1% | +178.8% |
| All | +973.2% | +1,054.4% | -81.3% | +221.6% |
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