+44.0%
IGV vs TER
+249.3%
-205.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.9% |
| 7D | -4.5% | +0.6% | -5.1% | -4.6% |
| 30D | +3.2% | -8.3% | +11.5% | +4.1% |
| 3M | +4.5% | -12.2% | +16.7% | +4.4% |
| 6M | +22.1% | +17.1% | +5.0% | +13.4% |
| YTD | -1.0% | +84.7% | -85.7% | -17.8% |
| 1Y | -2.1% | +199.9% | -202.0% | -28.8% |
| All | +44.0% | +249.3% | -205.3% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling