+23.1%
IGV vs TRI
-10.0%
+33.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | -2.9% | -7.9% | +5.0% | +0.7% |
| 30D | -1.5% | -4.5% | +3.0% | +0.3% |
| 3M | +11.7% | +22.1% | -10.4% | -0.7% |
| 6M | +18.4% | -2.8% | +21.2% | +17.1% |
| YTD | -3.9% | -23.4% | +19.5% | +8.0% |
| 1Y | -9.7% | -41.5% | +31.9% | +19.0% |
| 3Y | +38.4% | -19.2% | +57.6% | +32.5% |
| All | +23.1% | -10.0% | +33.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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