+356.3%
IGV vs XYZ
+609.1%
-252.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -5.4% | -5.2% | -0.2% | -3.8% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | +10.5% | +18.7% | -8.1% | +4.4% |
| 6M | +18.2% | +20.5% | -2.4% | +10.8% |
| YTD | -4.2% | +21.5% | -25.7% | -11.2% |
| 1Y | -9.8% | +7.2% | -17.0% | -13.6% |
| 3Y | +39.1% | +49.0% | -9.8% | +11.9% |
| 5Y | +21.2% | -68.1% | +89.3% | +44.3% |
| All | +356.3% | +609.1% | -252.8% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling