+21.9%
IGV vs TEM
+46.9%
-25.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.1% |
| 7D | -5.4% | -9.2% | +3.8% | -4.2% |
| 30D | -2.6% | +5.5% | -8.1% | -3.8% |
| 3M | +10.5% | +18.7% | -8.2% | +7.2% |
| 6M | +18.2% | +15.4% | +2.8% | +14.4% |
| YTD | -4.2% | -0.5% | -3.7% | -6.0% |
| 1Y | -9.8% | -24.8% | +15.0% | -9.2% |
| All | +21.9% | +46.9% | -25.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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