+21.2%
IGV vs TT
+143.3%
-122.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +9.6% | -5.4% | +15.0% | +11.3% |
| 6M | +16.1% | +4.4% | +11.7% | +11.1% |
| YTD | -3.6% | +14.9% | -18.6% | -13.3% |
| 1Y | -7.8% | +9.3% | -17.1% | -15.1% |
| 3Y | +40.0% | +121.7% | -81.8% | -17.5% |
| 5Y | +21.2% | +148.2% | -126.9% | -39.3% |
| All | +21.2% | +143.3% | -122.0% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling