+364.8%
IGV vs TMF
-81.8%
+446.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | -0.9% |
| 7D | +2.5% | -8.2% | +10.6% | +2.3% |
| 30D | -8.6% | +5.3% | -13.9% | -8.5% |
| 3M | -1.6% | -8.5% | +6.9% | -1.7% |
| 6M | +13.4% | -17.2% | +30.6% | +13.0% |
| YTD | -4.0% | -23.4% | +19.4% | -4.5% |
| 1Y | -7.6% | -30.2% | +22.6% | -8.4% |
| 3Y | +39.3% | -32.9% | +72.2% | +38.6% |
| 5Y | +14.5% | -88.5% | +103.1% | 0.0% |
| All | +364.8% | -81.8% | +446.6% | +348.4% |
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