+945.1%
IGV vs TSCO
+20,462.6%
-19,517.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | +0.4% |
| 7D | -1.5% | -2.5% | +0.9% | -0.8% |
| 30D | -3.0% | -1.1% | -1.9% | -2.8% |
| 3M | +9.6% | +14.3% | -4.7% | +4.6% |
| 6M | +16.1% | -31.9% | +48.0% | +29.9% |
| YTD | -3.6% | -30.7% | +27.0% | +6.7% |
| 1Y | -7.8% | -41.1% | +33.2% | +7.3% |
| 3Y | +40.0% | -17.1% | +57.1% | +42.9% |
| 5Y | +21.2% | -7.5% | +28.7% | +18.3% |
| 10Y | +364.4% | +192.6% | +171.8% | +204.0% |
| All | +945.1% | +20,462.6% | -19,517.5% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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