+364.4%
IGV vs TT
+906.5%
-542.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | -3.0% | -6.7% | +3.6% | -0.3% |
| 3M | +9.6% | -5.4% | +15.0% | +11.3% |
| 6M | +16.1% | +4.4% | +11.7% | +11.8% |
| YTD | -3.6% | +14.9% | -18.6% | -12.1% |
| 1Y | -7.8% | +9.3% | -17.1% | -14.2% |
| 3Y | +40.0% | +121.7% | -81.8% | -8.6% |
| 5Y | +21.2% | +148.2% | -126.9% | -26.9% |
| 10Y | +364.4% | +957.3% | -592.8% | +47.5% |
| All | +364.4% | +906.5% | -542.1% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling