+38.4%
IGV vs TMO
+19.5%
+19.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -1.5% | +1.1% | -2.6% | -1.9% |
| 3M | +11.7% | +28.3% | -16.7% | +3.3% |
| 6M | +18.4% | +23.3% | -4.8% | +10.8% |
| YTD | -3.9% | +5.5% | -9.4% | -5.8% |
| 1Y | -9.7% | +24.5% | -34.2% | -15.9% |
| 3Y | +38.4% | +19.6% | +18.9% | +25.3% |
| All | +38.4% | +19.5% | +19.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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