+357.9%
IGV vs TPR
+305.2%
+52.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.0% |
| 7D | -3.3% | -3.4% | +0.1% | -2.6% |
| 30D | 0.0% | -27.3% | +27.3% | +6.8% |
| 3M | +7.3% | -16.2% | +23.6% | +10.7% |
| 6M | +16.7% | -17.9% | +34.6% | +20.0% |
| YTD | -2.8% | -7.1% | +4.3% | -3.6% |
| 1Y | -6.7% | +13.6% | -20.3% | -12.3% |
| 3Y | +41.1% | +293.7% | -252.6% | -4.7% |
| 5Y | +22.0% | +239.1% | -217.1% | -16.6% |
| 10Y | +357.9% | +311.2% | +46.8% | +176.4% |
| All | +357.9% | +305.2% | +52.7% | +176.4% |
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