-7.6%
IGV vs TMF
-29.9%
+22.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.7% | -0.3% |
| 7D | +2.5% | -8.2% | +10.6% | +3.4% |
| 30D | -8.6% | +5.3% | -13.9% | -9.4% |
| 3M | -1.6% | -8.5% | +6.9% | -0.6% |
| 6M | +13.4% | -17.2% | +30.6% | +15.4% |
| YTD | -4.0% | -23.4% | +19.4% | -1.9% |
| 1Y | -7.6% | -30.2% | +22.6% | -5.3% |
| All | -7.6% | -29.9% | +22.2% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling