+58.4%
IGV vs TLN
+583.6%
-525.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -2.8% |
| 7D | -4.5% | +7.1% | -11.6% | -5.5% |
| 30D | +3.2% | -3.9% | +7.1% | +3.6% |
| 3M | +4.5% | -16.2% | +20.7% | +6.5% |
| 6M | +22.1% | -5.8% | +27.9% | +20.9% |
| YTD | -1.0% | -15.4% | +14.4% | -0.8% |
| 1Y | -2.1% | -16.7% | +14.6% | -1.9% |
| 3Y | +44.6% | +473.8% | -429.2% | +3.1% |
| All | +58.4% | +583.6% | -525.2% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling