+38.8%
IGV vs TPR
+403.8%
-365.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | -6.0% | +15.1% | -21.1% | -8.1% |
| 3M | -4.8% | +3.5% | -8.3% | -5.5% |
| 6M | +14.2% | +0.4% | +13.8% | +12.7% |
| YTD | -4.2% | +4.6% | -8.8% | -7.8% |
| 1Y | -5.3% | +33.1% | -38.4% | -14.5% |
| 3Y | +38.8% | +396.0% | -357.2% | -7.2% |
| All | +38.8% | +403.8% | -365.0% | -7.2% |
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