-5.3%
IGV vs USB
+32.7%
-38.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | +2.3% | +2.6% | -0.3% | +2.0% |
| 30D | -6.0% | +8.4% | -14.4% | -7.0% |
| 3M | -4.8% | -5.5% | +0.7% | -3.9% |
| 6M | +14.2% | +17.7% | -3.5% | +11.2% |
| YTD | -4.2% | +17.6% | -21.8% | -6.9% |
| 1Y | -5.3% | +33.9% | -39.1% | -11.4% |
| All | -5.3% | +32.7% | -38.0% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling