+941.2%
IGV vs TFC
+256.8%
+684.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -8.6% | +8.6% | -17.2% | -11.3% |
| 3M | -1.6% | -4.3% | +2.8% | -0.3% |
| 6M | +13.4% | +5.4% | +8.0% | +10.6% |
| YTD | -4.0% | +4.5% | -8.5% | -6.6% |
| 1Y | -7.6% | +14.0% | -21.6% | -12.9% |
| 3Y | +39.3% | +93.4% | -54.1% | +7.4% |
| 5Y | +14.5% | +0.5% | +14.0% | +7.8% |
| 10Y | +358.7% | +77.7% | +281.0% | +218.1% |
| All | +941.2% | +256.8% | +684.4% | +275.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling