+410.0%
IGV vs TRU
+228.6%
+181.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.6% |
| 7D | -3.3% | -7.2% | +3.9% | -0.1% |
| 30D | 0.0% | -2.8% | +2.8% | +1.1% |
| 3M | +7.3% | +13.0% | -5.7% | +1.0% |
| 6M | +16.7% | +0.7% | +16.0% | +15.0% |
| YTD | -2.8% | -9.0% | +6.1% | -0.6% |
| 1Y | -6.7% | -16.3% | +9.6% | -1.9% |
| 3Y | +41.1% | -1.1% | +42.2% | +29.7% |
| 5Y | +22.0% | -36.0% | +58.0% | +35.3% |
| 10Y | +357.9% | +139.9% | +218.0% | +187.0% |
| All | +410.0% | +228.6% | +181.5% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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