+938.6%
IGV vs TMO
+3,475.1%
-2,536.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -5.4% | -2.5% | -2.9% | -4.1% |
| 30D | -2.6% | -0.3% | -2.3% | -2.6% |
| 3M | +10.5% | +25.3% | -14.7% | -3.3% |
| 6M | +18.2% | +20.9% | -2.7% | +4.6% |
| YTD | -4.2% | +4.3% | -8.5% | -8.1% |
| 1Y | -9.8% | +27.0% | -36.9% | -23.2% |
| 3Y | +39.1% | +17.5% | +21.6% | +19.4% |
| 5Y | +21.2% | +6.9% | +14.3% | +8.7% |
| 10Y | +361.5% | +332.0% | +29.6% | +79.1% |
| All | +938.6% | +3,475.1% | -2,536.5% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling