+23.4%
IGV vs TOST
-47.7%
+71.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | -1.3% | -3.6% | +2.3% | -0.3% |
| 30D | -8.1% | +8.9% | -17.0% | -10.5% |
| 3M | -1.6% | -2.2% | +0.6% | -1.5% |
| 6M | +12.7% | +41.0% | -28.2% | +1.5% |
| YTD | -3.3% | -4.0% | +0.7% | -3.8% |
| 1Y | -7.9% | -9.6% | +1.7% | -7.0% |
| 3Y | +40.3% | +141.7% | -101.3% | +3.9% |
| 5Y | +17.3% | -29.5% | +46.8% | -0.6% |
| All | +23.4% | -47.7% | +71.2% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling