+137.2%
IGV vs TXG
+27.0%
+110.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.4% |
| 7D | -2.9% | +9.5% | -12.4% | -4.7% |
| 30D | -1.5% | +18.8% | -20.3% | -5.1% |
| 3M | +11.7% | +136.1% | -124.4% | -7.5% |
| 6M | +18.4% | +235.2% | -216.8% | -10.0% |
| YTD | -3.9% | +320.5% | -324.5% | -30.8% |
| 1Y | -9.7% | +425.2% | -434.9% | -39.0% |
| 3Y | +38.4% | +42.9% | -4.5% | +15.1% |
| 5Y | +21.6% | -62.8% | +84.4% | +25.5% |
| All | +137.2% | +27.0% | +110.2% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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