+953.6%
IGV vs TD
+2,356.9%
-1,403.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -3.3% | +0.9% | -4.2% | -3.8% |
| 30D | 0.0% | -0.7% | +0.6% | +0.3% |
| 3M | +7.3% | +6.3% | +1.1% | +3.5% |
| 6M | +16.7% | +27.9% | -11.2% | +1.2% |
| YTD | -2.8% | +29.8% | -32.7% | -16.5% |
| 1Y | -6.7% | +63.7% | -70.3% | -29.5% |
| 3Y | +41.1% | +128.3% | -87.2% | -12.7% |
| 5Y | +22.0% | +125.5% | -103.5% | -24.6% |
| 10Y | +357.9% | +296.7% | +61.2% | +97.5% |
| All | +953.6% | +2,356.9% | -1,403.3% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling