+343.0%
IGV vs USB
+92.8%
+250.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -10.0% | +5.8% | -15.8% | -11.7% |
| 3M | -0.5% | -6.0% | +5.4% | +1.2% |
| 6M | +12.6% | +7.8% | +4.8% | +9.4% |
| YTD | -6.4% | +14.6% | -21.0% | -11.2% |
| 1Y | -9.5% | +31.8% | -41.3% | -18.0% |
| 3Y | +41.7% | +91.5% | -49.8% | +12.5% |
| 5Y | +12.7% | +22.0% | -9.4% | +1.0% |
| All | +343.0% | +92.8% | +250.2% | +258.1% |
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