+43.9%
IGV vs USB
+95.2%
-51.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.1% |
| 7D | -4.5% | +1.4% | -5.9% | -5.0% |
| 30D | +3.2% | -1.3% | +4.5% | +3.6% |
| 3M | +4.5% | +15.2% | -10.7% | -0.7% |
| 6M | +22.1% | +18.8% | +3.3% | +14.3% |
| YTD | -1.0% | +21.0% | -22.1% | -8.1% |
| 1Y | -2.1% | +34.0% | -36.1% | -12.7% |
| All | +43.9% | +95.2% | -51.3% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling