+23.1%
IGV vs XYZ
-68.2%
+91.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -2.9% | -4.3% | +1.4% | -1.6% |
| 30D | -1.5% | +1.2% | -2.7% | -2.0% |
| 3M | +11.7% | +14.6% | -3.0% | +6.8% |
| 6M | +18.4% | +22.6% | -4.1% | +10.7% |
| YTD | -3.9% | +21.7% | -25.6% | -10.7% |
| 1Y | -9.7% | +6.7% | -16.4% | -13.2% |
| 3Y | +38.4% | +46.8% | -8.4% | +12.2% |
| All | +23.1% | -68.2% | +91.3% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling