+23.1%
IGV vs TNA
-23.3%
+46.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | -2.9% | -7.3% | +4.4% | -0.8% |
| 30D | -1.5% | -14.2% | +12.7% | +2.8% |
| 3M | +11.7% | -4.6% | +16.2% | +12.7% |
| 6M | +18.4% | +36.9% | -18.5% | +5.6% |
| YTD | -3.9% | +42.5% | -46.5% | -16.1% |
| 1Y | -9.7% | +45.8% | -55.4% | -22.5% |
| 3Y | +38.4% | +104.7% | -66.2% | -5.0% |
| All | +23.1% | -23.3% | +46.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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