+356.3%
IGV vs TTMI
+1,087.8%
-731.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -5.4% | +6.0% | -11.4% | -6.7% |
| 30D | -2.6% | -6.4% | +3.8% | -1.8% |
| 3M | +10.5% | -28.9% | +39.4% | +15.8% |
| 6M | +18.2% | +26.9% | -8.7% | +4.9% |
| YTD | -4.2% | +77.3% | -81.5% | -24.0% |
| 1Y | -9.8% | +147.5% | -157.3% | -36.0% |
| 3Y | +39.1% | +847.6% | -808.5% | -35.5% |
| 5Y | +21.2% | +802.2% | -781.0% | -44.8% |
| All | +356.3% | +1,087.8% | -731.5% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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