+21.2%
IGV vs TTMI
+806.9%
-785.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.2% |
| 7D | -1.5% | +7.5% | -9.0% | -2.8% |
| 30D | -3.0% | -4.5% | +1.5% | -2.7% |
| 3M | +9.6% | -28.5% | +38.1% | +13.8% |
| 6M | +16.1% | +28.4% | -12.2% | +3.9% |
| YTD | -3.6% | +80.1% | -83.7% | -22.7% |
| 1Y | -7.8% | +161.0% | -168.9% | -34.7% |
| 3Y | +40.0% | +862.4% | -822.4% | -35.5% |
| 5Y | +21.2% | +812.9% | -791.7% | -45.6% |
| All | +21.2% | +806.9% | -785.7% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling