+941.3%
IGV vs TER
+770.1%
+171.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +12.7% | -10.1% | -1.6% |
| 7D | -0.4% | -5.8% | +5.3% | +0.8% |
| 30D | -9.9% | -38.9% | +29.0% | +4.9% |
| 3M | -1.2% | -35.1% | +33.9% | +10.5% |
| 6M | +11.3% | -31.6% | +42.9% | +16.2% |
| YTD | -4.0% | +27.2% | -31.2% | -24.4% |
| 1Y | -7.3% | +35.2% | -42.5% | -28.9% |
| 3Y | +42.8% | +192.8% | -150.0% | -25.3% |
| 5Y | +13.7% | +72.4% | -58.8% | -29.5% |
| 10Y | +354.8% | +1,001.8% | -647.1% | +29.3% |
| All | +941.3% | +770.1% | +171.1% | +113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling