+21.2%
IGV vs TD
+122.4%
-101.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -1.0% |
| 7D | -5.4% | -2.6% | -2.8% | -4.2% |
| 30D | -2.6% | -1.0% | -1.6% | -2.2% |
| 3M | +10.5% | +5.6% | +4.9% | +7.2% |
| 6M | +18.2% | +27.1% | -8.9% | +3.9% |
| YTD | -4.2% | +29.4% | -33.6% | -16.7% |
| 1Y | -9.8% | +60.7% | -70.5% | -30.0% |
| 3Y | +39.1% | +127.6% | -88.5% | -11.9% |
| 5Y | +21.2% | +125.4% | -104.2% | -21.2% |
| All | +21.2% | +122.4% | -101.2% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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