+395.3%
IGV vs XYZ
+615.2%
-219.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.9% |
| 7D | -3.3% | +2.9% | -6.2% | -4.2% |
| 30D | 0.0% | +1.4% | -1.4% | -0.5% |
| 3M | +7.3% | +14.6% | -7.2% | +2.8% |
| 6M | +16.7% | +20.8% | -4.0% | +9.7% |
| YTD | -2.8% | +23.1% | -25.9% | -9.9% |
| 1Y | -6.7% | +5.6% | -12.3% | -10.0% |
| 3Y | +41.1% | +50.9% | -9.8% | +14.6% |
| 5Y | +22.0% | -68.6% | +90.5% | +43.4% |
| 10Y | +357.9% | +580.0% | -222.0% | +165.6% |
| All | +395.3% | +615.2% | -219.9% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling