+55.5%
IGV vs TLN
+602.5%
-547.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.2% |
| 7D | -3.3% | +10.9% | -14.2% | -4.8% |
| 30D | 0.0% | -6.3% | +6.3% | +0.7% |
| 3M | +7.3% | -10.7% | +18.0% | +8.2% |
| 6M | +16.7% | +1.6% | +15.1% | +14.1% |
| YTD | -2.8% | -13.1% | +10.2% | -3.0% |
| 1Y | -6.7% | -15.1% | +8.4% | -6.7% |
| 3Y | +41.1% | +495.0% | -453.9% | +0.1% |
| All | +55.5% | +602.5% | -547.0% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling