+66.2%
IGV vs U
-31.3%
+97.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -1.3% |
| 7D | -5.2% | +36.6% | -41.8% | -12.0% |
| 30D | -10.0% | +13.3% | -23.3% | -13.0% |
| 3M | -0.5% | +26.2% | -26.7% | -6.3% |
| 6M | +12.6% | +88.7% | -76.1% | -3.7% |
| YTD | -6.4% | +16.6% | -23.0% | -13.5% |
| 1Y | -9.5% | +29.0% | -38.5% | -18.5% |
| 3Y | +41.7% | +99.5% | -57.8% | +6.0% |
| 5Y | +12.7% | -66.1% | +78.8% | +11.6% |
| All | +66.2% | -31.3% | +97.5% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling