+41.7%
IGV vs TMF
-25.3%
+67.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -5.2% | +1.2% | -6.4% | -5.2% |
| 30D | -10.0% | +19.7% | -29.7% | -10.7% |
| 3M | -0.5% | -2.1% | +1.6% | -0.5% |
| 6M | +12.6% | -13.4% | +26.1% | +13.1% |
| YTD | -6.4% | -16.7% | +10.3% | -6.0% |
| 1Y | -9.5% | -23.3% | +13.8% | -8.9% |
| 3Y | +41.7% | -24.8% | +66.5% | +36.1% |
| All | +41.7% | -25.3% | +67.0% | +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