+354.8%
IGV vs TMF
-83.0%
+437.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -9.9% | +16.3% | -26.3% | -9.7% |
| 3M | -1.2% | -2.7% | +1.5% | -1.2% |
| 6M | +11.3% | -13.2% | +24.5% | +11.0% |
| YTD | -4.0% | -16.7% | +12.7% | -4.3% |
| 1Y | -7.3% | -22.7% | +15.4% | -7.8% |
| 3Y | +42.8% | -26.1% | +68.9% | +42.4% |
| 5Y | +13.7% | -88.4% | +102.1% | -1.2% |
| 10Y | +354.8% | -81.8% | +436.6% | +345.0% |
| All | +354.8% | -83.0% | +437.8% | +345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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