+68.6%
IGV vs U
-32.9%
+101.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | -2.3% | +24.4% | -26.6% | -7.3% |
| 30D | -11.0% | +7.4% | -18.3% | -12.9% |
| 3M | -4.5% | +16.8% | -21.3% | -8.5% |
| 6M | +10.1% | +78.8% | -68.7% | -4.6% |
| YTD | -5.1% | +14.0% | -19.0% | -11.8% |
| 1Y | -10.2% | +16.7% | -26.9% | -17.3% |
| 3Y | +37.7% | +86.4% | -48.6% | +4.8% |
| 5Y | +15.7% | -71.5% | +87.2% | +18.8% |
| All | +68.6% | -32.9% | +101.5% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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