+364.4%
IGV vs TFC
+97.4%
+267.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | -3.0% | -2.3% | -0.7% | -2.4% |
| 3M | +9.6% | +2.5% | +7.1% | +8.4% |
| 6M | +16.1% | +9.5% | +6.6% | +12.2% |
| YTD | -3.6% | +5.1% | -8.7% | -5.9% |
| 1Y | -7.8% | +15.5% | -23.3% | -12.8% |
| 3Y | +40.0% | +95.2% | -55.2% | +11.8% |
| 5Y | +21.2% | +14.5% | +6.7% | +11.1% |
| 10Y | +364.4% | +97.2% | +267.2% | +234.2% |
| All | +364.4% | +97.4% | +267.0% | +234.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling