-7.9%
IGV vs TFC
+15.8%
-23.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.3% | -1.2% | -0.1% | -1.3% |
| 30D | -8.1% | +7.8% | -15.9% | -8.3% |
| 3M | -1.6% | -3.0% | +1.3% | -1.4% |
| 6M | +12.7% | +5.8% | +6.9% | +12.4% |
| YTD | -3.3% | +5.3% | -8.5% | -4.6% |
| 1Y | -7.9% | +15.7% | -23.6% | -12.9% |
| All | -7.9% | +15.8% | -23.7% | -12.9% |
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