+14.8%
IGV vs TE
-82.5%
+97.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | 0.0% |
| 7D | +2.3% | -19.1% | +21.4% | +4.2% |
| 30D | -6.0% | -34.1% | +28.1% | -2.9% |
| 3M | -4.8% | -60.1% | +55.3% | +2.3% |
| 6M | +14.2% | -66.0% | +80.2% | +21.1% |
| YTD | -4.2% | -71.4% | +67.2% | +1.0% |
| 1Y | -5.3% | -45.3% | +40.0% | -7.2% |
| 3Y | +38.8% | +9.1% | +29.6% | +9.7% |
| All | +14.8% | -82.5% | +97.3% | +16.5% |
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