+973.2%
IGV vs USB
+516.9%
+456.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 6M | +22.1% | +18.8% | +3.3% | +14.0% |
| YTD | -1.0% | +21.0% | -22.1% | -8.4% |
| 1Y | -2.1% | +34.0% | -36.1% | -12.9% |
| 3Y | +44.6% | +95.3% | -50.7% | +10.0% |
| 5Y | +22.2% | +40.4% | -18.2% | +2.2% |
| 10Y | +364.7% | +107.3% | +257.4% | +212.2% |
| All | +973.2% | +516.9% | +456.3% | +285.2% |
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 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