+38.4%
IGV vs TDY
+46.9%
-8.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | -2.9% | -1.1% | -1.8% | -2.5% |
| 30D | -1.5% | -12.0% | +10.5% | +3.0% |
| 3M | +11.7% | -3.2% | +14.9% | +12.6% |
| 6M | +18.4% | -7.9% | +26.3% | +21.2% |
| YTD | -3.9% | +18.2% | -22.1% | -12.9% |
| 1Y | -9.7% | +6.7% | -16.3% | -14.0% |
| 3Y | +38.4% | +47.5% | -9.1% | +12.2% |
| All | +38.4% | +46.9% | -8.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling