+42.8%
IGV vs Z
-19.5%
+62.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +1.6% |
| 7D | -0.4% | -5.2% | +4.7% | +0.7% |
| 30D | -9.9% | +5.7% | -15.7% | -11.9% |
| 3M | -1.2% | -8.7% | +7.5% | +0.1% |
| 6M | +11.3% | -26.0% | +37.3% | +18.6% |
| YTD | -4.0% | -55.0% | +51.1% | +14.9% |
| 1Y | -7.3% | -58.0% | +50.7% | +12.6% |
| 3Y | +42.8% | -15.2% | +57.9% | +53.6% |
| All | +42.8% | -19.5% | +62.3% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling