+38.0%
IGV vs TXG
+39.1%
-1.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.4% |
| 7D | -5.4% | +5.0% | -10.4% | -6.0% |
| 30D | -2.6% | +13.5% | -16.1% | -4.4% |
| 3M | +10.5% | +128.0% | -117.5% | -2.1% |
| 6M | +18.2% | +224.4% | -206.3% | -1.1% |
| YTD | -4.2% | +307.0% | -311.2% | -22.8% |
| 1Y | -9.8% | +427.2% | -437.1% | -30.7% |
| All | +38.0% | +39.1% | -1.1% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling