-7.5%
IGV vs TFC
+20.8%
-28.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.8% |
| 7D | -7.5% | +5.1% | -12.5% | -7.5% |
| 30D | -5.6% | +9.8% | -15.4% | -5.8% |
| 3M | +1.5% | -2.4% | +4.0% | +1.8% |
| 6M | +17.1% | +4.9% | +12.2% | +16.8% |
| YTD | -2.0% | +6.6% | -8.6% | -3.6% |
| 1Y | -7.5% | +21.3% | -28.8% | -16.7% |
| All | -7.5% | +20.8% | -28.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling