+21.9%
IGV vs TEM
+79.0%
-57.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.7% | +5.4% | +0.4% |
| 7D | +2.3% | -5.9% | +8.2% | +3.0% |
| 30D | -6.0% | +4.8% | -10.8% | -6.8% |
| 3M | -4.8% | +31.9% | -36.7% | -9.3% |
| 6M | +14.2% | +56.0% | -41.8% | +5.9% |
| YTD | -4.2% | +21.3% | -25.5% | -9.1% |
| 1Y | -5.3% | +5.4% | -10.7% | -8.8% |
| All | +21.9% | +79.0% | -57.1% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling