+973.2%
IGV vs TFC
+269.4%
+703.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -4.5% | +2.4% | -6.9% | -5.3% |
| 30D | +3.2% | -1.3% | +4.5% | +3.6% |
| 3M | +4.5% | +6.1% | -1.5% | +2.0% |
| 6M | +22.1% | +7.3% | +14.8% | +18.1% |
| YTD | -1.0% | +8.2% | -9.2% | -4.7% |
| 1Y | -2.1% | +14.4% | -16.5% | -7.8% |
| 3Y | +44.6% | +93.7% | -49.1% | +11.2% |
| 5Y | +22.2% | +16.4% | +5.8% | +9.3% |
| 10Y | +364.7% | +101.6% | +263.2% | +207.7% |
| All | +973.2% | +269.4% | +703.8% | +282.7% |
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 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