+108.6%
IGV vs TE
-53.2%
+161.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.7% | +6.1% | 0.0% |
| 7D | -5.4% | +0.9% | -6.3% | -5.5% |
| 30D | -2.6% | -16.3% | +13.7% | -1.4% |
| 3M | +10.5% | -40.8% | +51.3% | +13.9% |
| 6M | +18.2% | -42.6% | +60.8% | +19.7% |
| YTD | -4.2% | -31.4% | +27.2% | -5.7% |
| 1Y | -9.8% | +144.9% | -154.7% | -24.3% |
| 3Y | +39.1% | -26.0% | +65.1% | +24.9% |
| 5Y | +21.2% | -48.5% | +69.7% | +9.8% |
| All | +108.6% | -53.2% | +161.7% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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