+41.1%
IGV vs Z
-37.5%
+78.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -0.1% |
| 7D | -3.3% | -3.3% | -0.1% | -2.5% |
| 30D | 0.0% | -3.7% | +3.7% | +0.8% |
| 3M | +7.3% | -7.0% | +14.3% | +8.8% |
| 6M | +16.7% | -29.5% | +46.2% | +26.4% |
| YTD | -2.8% | -52.6% | +49.7% | +15.5% |
| 1Y | -6.7% | -64.0% | +57.3% | +17.9% |
| 3Y | +41.1% | -36.4% | +77.6% | +58.6% |
| All | +41.1% | -37.5% | +78.6% | +58.6% |
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