+368.2%
IGV vs TER
+1,761.7%
-1,393.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -3.0% |
| 7D | -3.3% | +11.0% | -14.3% | -6.3% |
| 30D | 0.0% | -1.9% | +1.8% | -0.2% |
| 3M | +7.3% | -0.7% | +8.0% | +3.1% |
| 6M | +16.7% | +36.4% | -19.6% | -3.4% |
| YTD | -2.8% | +92.4% | -95.3% | -30.5% |
| 1Y | -6.7% | +213.5% | -220.2% | -45.7% |
| 3Y | +41.1% | +277.2% | -236.1% | -29.9% |
| 5Y | +22.0% | +219.1% | -197.1% | -37.9% |
| All | +368.2% | +1,761.7% | -1,393.6% | +3.6% |
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