+916.1%
IGV vs USB
+487.1%
+429.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -3.6% |
| 7D | -8.3% | -1.5% | -6.8% | -7.8% |
| 30D | -10.9% | +4.3% | -15.2% | -12.4% |
| 3M | -2.3% | -6.1% | +3.8% | -0.3% |
| 6M | +12.2% | +9.4% | +2.8% | +7.9% |
| YTD | -6.3% | +15.2% | -21.5% | -11.8% |
| 1Y | -11.4% | +32.8% | -44.1% | -20.9% |
| 3Y | +41.5% | +91.3% | -49.8% | +8.8% |
| 5Y | +12.8% | +22.7% | -9.9% | -0.8% |
| 10Y | +354.7% | +97.0% | +257.6% | +210.6% |
| All | +916.1% | +487.1% | +429.0% | +270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling