+1,427.3%
IGV vs TMF
-68.9%
+1,496.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -4.5% | -1.4% | -3.1% | -4.6% |
| 30D | +3.2% | -2.8% | +6.0% | +2.9% |
| 3M | +4.5% | -10.9% | +15.4% | +3.4% |
| 6M | +22.1% | -21.3% | +43.4% | +19.3% |
| YTD | -1.0% | -15.9% | +14.8% | -2.6% |
| 1Y | -2.1% | -15.7% | +13.6% | -3.5% |
| 3Y | +44.6% | -43.4% | +87.9% | +38.5% |
| 5Y | +22.2% | -87.8% | +109.9% | -4.3% |
| 10Y | +364.7% | -86.7% | +451.5% | +298.0% |
| All | +1,427.3% | -68.9% | +1,496.1% | +1,761.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling