+356.3%
IGV vs TRV
+298.6%
+57.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.8% |
| 7D | -5.4% | -1.5% | -3.9% | -4.9% |
| 30D | -2.6% | -1.8% | -0.8% | -2.1% |
| 3M | +10.5% | +21.6% | -11.1% | +3.7% |
| 6M | +18.2% | +22.5% | -4.3% | +10.4% |
| YTD | -4.2% | +28.1% | -32.4% | -12.0% |
| 1Y | -9.8% | +37.0% | -46.9% | -19.2% |
| 3Y | +39.1% | +141.9% | -102.8% | +1.1% |
| 5Y | +21.2% | +158.5% | -137.3% | -15.7% |
| All | +356.3% | +298.6% | +57.7% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling