+38.8%
IGV vs TMF
-32.2%
+71.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +2.3% | -9.3% | +11.6% | +2.7% |
| 30D | -6.0% | +1.9% | -7.9% | -6.1% |
| 3M | -4.8% | -11.2% | +6.4% | -4.4% |
| 6M | +14.2% | -17.7% | +31.9% | +14.9% |
| YTD | -4.2% | -24.5% | +20.2% | -3.5% |
| 1Y | -5.3% | -29.4% | +24.2% | -4.4% |
| 3Y | +38.8% | -33.4% | +72.2% | +36.1% |
| All | +38.8% | -32.2% | +71.0% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling