+13.7%
IGV vs TER
+73.2%
-59.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.7% | -10.1% | -0.1% |
| 7D | -0.4% | -5.8% | +5.3% | +0.4% |
| 30D | -9.9% | -38.9% | +29.0% | -0.7% |
| 3M | -1.2% | -35.1% | +33.9% | +6.2% |
| 6M | +11.3% | -31.6% | +42.9% | +13.9% |
| YTD | -4.0% | +27.2% | -31.2% | -22.9% |
| 1Y | -7.3% | +35.2% | -42.5% | -27.4% |
| 3Y | +42.8% | +192.8% | -150.0% | -26.9% |
| 5Y | +13.7% | +72.4% | -58.8% | -34.3% |
| All | +13.7% | +73.2% | -59.6% | -34.3% |
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