+364.8%
IGV vs TPR
+365.1%
-0.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +2.5% | -1.1% | +3.6% | +2.7% |
| 30D | -8.6% | +15.1% | -23.7% | -11.7% |
| 3M | -1.6% | -13.4% | +11.8% | +0.6% |
| 6M | +13.4% | +1.4% | +12.1% | +11.4% |
| YTD | -4.0% | +4.8% | -8.8% | -7.6% |
| 1Y | -7.6% | +29.2% | -36.8% | -15.7% |
| 3Y | +39.3% | +403.7% | -364.4% | -11.5% |
| 5Y | +14.5% | +230.8% | -216.3% | -21.7% |
| All | +364.8% | +365.1% | -0.3% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling