+357.1%
IGV vs TER
+993.6%
-636.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.3% | -8.9% | +6.6% | -0.3% |
| 30D | -11.0% | -39.1% | +28.1% | +1.2% |
| 3M | -4.5% | -32.8% | +28.3% | +3.9% |
| 6M | +10.1% | -31.7% | +41.8% | +13.8% |
| YTD | -5.1% | +26.9% | -32.0% | -25.1% |
| 1Y | -10.2% | +33.6% | -43.8% | -30.8% |
| 3Y | +37.7% | +181.5% | -143.8% | -28.4% |
| 5Y | +15.7% | +76.1% | -60.4% | -30.0% |
| 10Y | +357.1% | +1,006.2% | -649.1% | +22.8% |
| All | +357.1% | +993.6% | -636.5% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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