+38.8%
IGV vs TTMI
+421.7%
-382.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | +2.3% | +11.4% | -9.0% | +1.0% |
| 30D | -6.0% | -28.3% | +22.3% | -3.6% |
| 3M | -4.8% | -46.7% | +41.9% | +0.3% |
| 6M | +14.2% | -56.1% | +70.4% | +21.3% |
| YTD | -4.2% | +7.4% | -11.6% | -17.2% |
| 1Y | -5.3% | +17.4% | -22.7% | -20.6% |
| 3Y | +38.8% | +429.1% | -390.4% | -25.8% |
| All | +38.8% | +421.7% | -382.9% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling