+354.8%
IGV vs USB
+94.3%
+260.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.8% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -9.9% | +6.8% | -16.7% | -11.9% |
| 3M | -1.2% | -3.8% | +2.6% | -0.2% |
| 6M | +11.3% | +11.7% | -0.4% | +6.9% |
| YTD | -4.0% | +17.5% | -21.5% | -9.6% |
| 1Y | -7.3% | +33.8% | -41.1% | -16.4% |
| 3Y | +42.8% | +104.2% | -61.5% | +11.1% |
| 5Y | +13.7% | +26.4% | -12.8% | +0.8% |
| 10Y | +354.8% | +89.2% | +265.6% | +263.5% |
| All | +354.8% | +94.3% | +260.5% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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