+422.3%
IGV vs Z
+25.1%
+397.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.7% |
| 7D | -4.5% | -3.0% | -1.5% | -3.8% |
| 30D | +3.2% | -4.2% | +7.4% | +4.1% |
| 3M | +4.5% | -3.7% | +8.2% | +5.1% |
| 6M | +22.1% | -24.5% | +46.6% | +29.8% |
| YTD | -1.0% | -49.3% | +48.3% | +15.6% |
| 1Y | -2.1% | -58.7% | +56.6% | +19.5% |
| 3Y | +44.6% | -34.1% | +78.7% | +51.8% |
| 5Y | +22.2% | -64.5% | +86.7% | +37.8% |
| 10Y | +364.7% | -0.5% | +365.2% | +283.2% |
| All | +422.3% | +25.1% | +397.2% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling