+11.2%
IGV vs TPR
+253.5%
-242.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -5.2% | +14.2% | -19.4% | -8.6% |
| 30D | -10.0% | +17.1% | -27.1% | -14.0% |
| 3M | -0.5% | -17.7% | +17.2% | +3.8% |
| 6M | +12.6% | -10.2% | +22.8% | +13.6% |
| YTD | -6.4% | +4.9% | -11.3% | -11.3% |
| 1Y | -9.5% | +36.1% | -45.7% | -21.7% |
| 3Y | +41.7% | +416.5% | -374.8% | -28.5% |
| All | +11.2% | +253.5% | -242.4% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling