-2.1%
IGV vs TT
+10.3%
-12.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | +3.2% | -7.4% | +10.6% | +2.7% |
| 3M | +4.5% | -3.2% | +7.7% | +4.0% |
| 6M | +22.1% | +1.1% | +21.0% | +20.8% |
| YTD | -1.0% | +15.6% | -16.7% | -2.7% |
| 1Y | -2.1% | +9.2% | -11.3% | -1.6% |
| All | -2.1% | +10.3% | -12.4% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling