+44.0%
IGV vs TPR
+308.4%
-264.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | -2.3% | -2.2% | -4.1% |
| 30D | +3.2% | -23.0% | +26.2% | +7.5% |
| 3M | +4.5% | -12.5% | +17.0% | +6.0% |
| 6M | +22.1% | -21.4% | +43.5% | +25.8% |
| YTD | -1.0% | -3.5% | +2.5% | -3.3% |
| 1Y | -2.1% | +17.4% | -19.5% | -9.6% |
| All | +44.0% | +308.4% | -264.4% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling