+953.6%
IGV vs TRV
+1,445.8%
-492.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -3.3% | +0.5% | -3.8% | -3.5% |
| 30D | 0.0% | -4.9% | +4.8% | +2.0% |
| 3M | +7.3% | +23.7% | -16.4% | -2.6% |
| 6M | +16.7% | +20.3% | -3.6% | +6.9% |
| YTD | -2.8% | +27.1% | -29.9% | -13.4% |
| 1Y | -6.7% | +35.3% | -42.0% | -19.3% |
| 3Y | +41.1% | +139.8% | -98.7% | -7.5% |
| 5Y | +22.0% | +153.9% | -131.9% | -23.8% |
| 10Y | +357.9% | +285.9% | +72.1% | +120.3% |
| All | +953.6% | +1,445.8% | -492.2% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling