+28.2%
IGV vs VSXY
+37.7%
-9.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.4% |
| 7D | -1.5% | -10.7% | +9.2% | -0.4% |
| 30D | -3.0% | -24.3% | +21.2% | -0.1% |
| 3M | +9.6% | +1.0% | +8.6% | +8.9% |
| 6M | +16.1% | +57.4% | -41.2% | +6.9% |
| YTD | -3.6% | +39.8% | -43.4% | -10.4% |
| 1Y | -7.8% | +196.5% | -204.3% | -24.1% |
| 3Y | +40.0% | +357.2% | -317.3% | -0.7% |
| 5Y | +21.2% | +18.9% | +2.3% | +3.9% |
| All | +28.2% | +37.7% | -9.5% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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