+14.8%
IGV vs TOST
-27.7%
+42.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -1.3% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -6.0% | +16.2% | -22.2% | -10.3% |
| 3M | -4.8% | -1.5% | -3.3% | -4.9% |
| 6M | +14.2% | +55.3% | -41.1% | -0.4% |
| YTD | -4.2% | -2.3% | -1.9% | -5.3% |
| 1Y | -5.3% | -5.5% | +0.3% | -5.6% |
| 3Y | +38.8% | +151.1% | -112.3% | -0.1% |
| All | +14.8% | -27.7% | +42.6% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling