+2,120.0%
IGV vs TECK
+2,171.4%
-51.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | +3.2% | +4.6% | -1.4% | +2.4% |
| 3M | +4.5% | +2.8% | +1.7% | +3.6% |
| 6M | +22.1% | +24.9% | -2.8% | +16.4% |
| YTD | -1.0% | +44.7% | -45.8% | -8.3% |
| 1Y | -2.1% | +112.0% | -114.1% | -15.4% |
| 3Y | +44.6% | +67.6% | -23.0% | +27.8% |
| 5Y | +22.2% | +200.3% | -178.2% | -4.9% |
| 10Y | +364.7% | +358.2% | +6.5% | +206.2% |
| All | +2,120.0% | +2,171.4% | -51.4% | +1,084.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 all: compounded portfolio wealth divided by compounded TECK 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…
all analysis · Full analysis span regression · 6 months rolling