+53.7%
IGV vs TLN
+733.8%
-680.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | +2.5% | +22.3% | -19.8% | -0.5% |
| 30D | -8.6% | +1.2% | -9.8% | -9.0% |
| 3M | -1.6% | +5.9% | -7.5% | -2.9% |
| 6M | +13.4% | +3.2% | +10.2% | +11.4% |
| YTD | -4.0% | +3.2% | -7.2% | -6.9% |
| 1Y | -7.6% | +5.2% | -12.8% | -11.0% |
| 3Y | +39.3% | +606.3% | -567.0% | -4.1% |
| All | +53.7% | +733.8% | -680.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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