+14.8%
IGV vs UL
+33.5%
-18.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.4% |
| 7D | +2.3% | +1.1% | +1.2% | +2.2% |
| 30D | -6.0% | +4.5% | -10.5% | -6.6% |
| 3M | -4.8% | +6.5% | -11.3% | -5.7% |
| 6M | +14.2% | +18.2% | -3.9% | +11.4% |
| YTD | -4.2% | +4.7% | -8.9% | -5.2% |
| 1Y | -5.3% | +0.8% | -6.0% | -5.6% |
| 3Y | +38.8% | +35.9% | +2.9% | +24.1% |
| All | +14.8% | +33.5% | -18.7% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling