+26.2%
IGV vs TOST
-48.0%
+74.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -4.5% | -3.4% | -1.1% | -3.6% |
| 30D | +3.2% | -2.4% | +5.7% | +3.7% |
| 3M | +4.5% | +34.6% | -30.1% | -4.4% |
| 6M | +22.1% | +15.2% | +6.9% | +16.2% |
| YTD | -1.0% | -4.4% | +3.4% | -1.2% |
| 1Y | -2.1% | -17.4% | +15.3% | +1.1% |
| 3Y | +44.6% | +54.5% | -9.9% | +20.7% |
| All | +26.2% | -48.0% | +74.2% | +11.2% |
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