+356.3%
IGV vs UL
+65.6%
+290.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | -5.4% | -4.1% | -1.3% | -4.2% |
| 30D | -2.6% | -1.2% | -1.4% | -2.3% |
| 3M | +10.5% | +6.0% | +4.5% | +8.4% |
| 6M | +18.2% | -5.5% | +23.7% | +19.6% |
| YTD | -4.2% | -3.3% | -0.9% | -4.3% |
| 1Y | -9.8% | -9.8% | 0.0% | -8.0% |
| 3Y | +39.1% | +20.1% | +19.0% | +25.3% |
| 5Y | +21.2% | +19.2% | +2.0% | +7.5% |
| All | +356.3% | +65.6% | +290.7% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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