+350.8%
IGV vs TTD
+385.9%
-35.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | -5.4% | -7.4% | +2.0% | -3.8% |
| 30D | -2.6% | +3.0% | -5.6% | -3.3% |
| 3M | +10.5% | -27.6% | +38.1% | +17.3% |
| 6M | +18.2% | -49.5% | +67.7% | +34.9% |
| YTD | -4.2% | -63.2% | +59.0% | +16.5% |
| 1Y | -9.8% | -69.7% | +59.9% | +14.1% |
| 3Y | +39.1% | -83.3% | +122.5% | +83.0% |
| 5Y | +21.2% | -80.8% | +102.0% | +42.6% |
| All | +350.8% | +385.9% | -35.1% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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