+23.5%
IGV vs TER
+197.9%
-174.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -3.4% |
| 7D | -4.5% | +0.6% | -5.1% | -4.7% |
| 30D | +3.2% | -8.3% | +11.5% | +4.7% |
| 3M | +4.5% | -12.2% | +16.7% | +4.2% |
| 6M | +22.1% | +17.1% | +5.0% | +8.4% |
| YTD | -1.0% | +84.7% | -85.7% | -25.3% |
| 1Y | -2.1% | +199.9% | -202.0% | -39.0% |
| 3Y | +44.6% | +232.8% | -188.2% | -21.1% |
| All | +23.5% | +197.9% | -174.4% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling