+23.5%
IGV vs TMF
-87.5%
+111.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -4.5% | -1.4% | -3.1% | -4.4% |
| 30D | +3.2% | -2.8% | +6.0% | +3.4% |
| 3M | +4.5% | -10.9% | +15.4% | +5.1% |
| 6M | +22.1% | -21.3% | +43.4% | +23.5% |
| YTD | -1.0% | -15.9% | +14.8% | -0.3% |
| 1Y | -2.1% | -15.7% | +13.6% | -1.4% |
| 3Y | +44.6% | -43.4% | +87.9% | +46.5% |
| All | +23.5% | -87.5% | +111.0% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling