+54.2%
IGV vs TLN
+589.3%
-535.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -1.5% | +5.8% | -7.4% | -2.4% |
| 30D | -3.0% | -6.9% | +3.8% | -2.2% |
| 3M | +9.6% | -10.9% | +20.5% | +10.4% |
| 6M | +16.1% | -4.6% | +20.7% | +14.8% |
| YTD | -3.6% | -14.7% | +11.1% | -3.5% |
| 1Y | -7.8% | -17.9% | +10.1% | -7.4% |
| 3Y | +40.0% | +483.9% | -443.9% | -0.5% |
| All | +54.2% | +589.3% | -535.1% | +8.3% |
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