+23.1%
IGV vs TE
-48.1%
+71.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | +0.3% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -1.5% | -5.9% | +4.4% | -1.2% |
| 3M | +11.7% | -45.6% | +57.3% | +16.1% |
| 6M | +18.4% | -43.4% | +61.8% | +20.2% |
| YTD | -3.9% | -31.0% | +27.1% | -5.6% |
| 1Y | -9.7% | +145.2% | -154.9% | -24.6% |
| 3Y | +38.4% | -24.1% | +62.5% | +25.6% |
| All | +23.1% | -48.1% | +71.2% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling