+37.7%
IGV vs TOST
+143.6%
-105.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.3% | +3.0% | -5.2% | -3.1% |
| 30D | -11.0% | +10.3% | -21.2% | -13.7% |
| 3M | -4.5% | -3.3% | -1.2% | -4.0% |
| 6M | +10.1% | +37.8% | -27.7% | -0.8% |
| YTD | -5.1% | -2.8% | -2.3% | -6.6% |
| 1Y | -10.2% | -9.6% | -0.6% | -10.2% |
| 3Y | +37.7% | +144.6% | -106.9% | +14.4% |
| All | +37.7% | +143.6% | -105.9% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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