+357.7%
IGV vs TDG
+547.7%
-189.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | -2.9% | -1.9% | -1.0% | -2.3% |
| 30D | -1.5% | -7.7% | +6.2% | +1.3% |
| 3M | +11.7% | -9.3% | +21.0% | +15.2% |
| 6M | +18.4% | -9.4% | +27.8% | +21.4% |
| YTD | -3.9% | -14.3% | +10.3% | +0.3% |
| 1Y | -9.7% | -11.8% | +2.2% | -6.9% |
| 3Y | +38.4% | +52.0% | -13.5% | +15.3% |
| 5Y | +21.6% | +128.8% | -107.2% | -12.9% |
| All | +357.7% | +547.7% | -189.9% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling