+914.8%
IGV vs TPR
+3,932.2%
-3,017.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -5.2% | +14.2% | -19.4% | -9.1% |
| 30D | -10.0% | +17.1% | -27.1% | -14.5% |
| 3M | -0.5% | -17.7% | +17.2% | +3.8% |
| 6M | +12.6% | -10.2% | +22.8% | +13.5% |
| YTD | -6.4% | +4.9% | -11.3% | -11.0% |
| 1Y | -9.5% | +36.1% | -45.7% | -20.8% |
| 3Y | +41.7% | +416.5% | -374.8% | -20.8% |
| 5Y | +12.7% | +254.8% | -242.1% | -31.3% |
| 10Y | +354.1% | +391.7% | -37.7% | +111.9% |
| All | +914.8% | +3,932.2% | -3,017.4% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling