+1,723.0%
IGV vs TRI
+499.2%
+1,223.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | 0.0% |
| 7D | -5.4% | -14.4% | +9.0% | +2.2% |
| 30D | -2.6% | -8.1% | +5.5% | +1.3% |
| 3M | +10.5% | +17.5% | -7.0% | -0.4% |
| 6M | +18.2% | -5.0% | +23.1% | +17.7% |
| YTD | -4.2% | -24.7% | +20.5% | +6.4% |
| 1Y | -9.8% | -41.5% | +31.7% | +14.0% |
| 3Y | +39.1% | -20.3% | +59.5% | +45.4% |
| 5Y | +21.2% | -10.9% | +32.1% | +19.4% |
| 10Y | +361.5% | +190.6% | +171.0% | +143.3% |
| All | +1,723.0% | +499.2% | +1,223.8% | +428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling