-7.5%
IGV vs Z
-54.2%
+46.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.5% | -1.6% |
| 7D | -7.5% | +10.2% | -17.6% | -10.1% |
| 30D | -5.6% | +23.7% | -29.3% | -12.0% |
| 3M | +1.5% | -6.6% | +8.1% | +3.2% |
| 6M | +17.1% | -23.0% | +40.1% | +25.2% |
| YTD | -2.0% | -50.3% | +48.3% | +17.1% |
| 1Y | -7.5% | -53.6% | +46.1% | +11.9% |
| All | -7.5% | -54.2% | +46.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling