+22.0%
IGV vs Z
-67.0%
+89.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | 0.0% |
| 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% | +9.0% |
| 6M | +16.7% | -29.5% | +46.2% | +27.6% |
| YTD | -2.8% | -52.6% | +49.7% | +18.2% |
| 1Y | -6.7% | -64.0% | +57.3% | +21.9% |
| 3Y | +41.1% | -36.4% | +77.6% | +50.2% |
| 5Y | +22.0% | -65.8% | +87.7% | +26.8% |
| All | +22.0% | -67.0% | +89.0% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling