-6.7%
IGV vs TPR
+12.7%
-19.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.9% |
| 7D | -3.3% | -3.4% | +0.1% | -3.4% |
| 30D | 0.0% | -27.3% | +27.3% | +0.2% |
| 3M | +7.3% | -16.2% | +23.6% | +7.1% |
| 6M | +16.7% | -17.9% | +34.6% | +15.8% |
| YTD | -2.8% | -7.1% | +4.3% | -5.2% |
| 1Y | -6.7% | +13.6% | -20.3% | -13.5% |
| All | -6.7% | +12.7% | -19.4% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling