+139.9%
IGV vs TXG
+21.5%
+118.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -2.8% |
| 7D | -3.3% | +9.4% | -12.7% | -5.1% |
| 30D | 0.0% | +26.1% | -26.1% | -4.9% |
| 3M | +7.3% | +124.8% | -117.5% | -10.2% |
| 6M | +16.7% | +215.2% | -198.5% | -10.1% |
| YTD | -2.8% | +302.2% | -305.1% | -29.4% |
| 1Y | -6.7% | +370.9% | -377.6% | -35.6% |
| 3Y | +41.1% | +38.5% | +2.6% | +18.0% |
| 5Y | +22.0% | -64.4% | +86.4% | +27.0% |
| All | +139.9% | +21.5% | +118.4% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling