+410.6%
IGV vs Z
+6.6%
+404.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | -1.3% | -13.1% | +11.8% | +2.1% |
| 30D | -8.1% | +5.9% | -14.0% | -10.0% |
| 3M | -1.6% | -13.7% | +12.1% | +0.9% |
| 6M | +12.7% | -27.1% | +39.9% | +20.3% |
| YTD | -3.3% | -56.8% | +53.5% | +16.4% |
| 1Y | -7.9% | -60.2% | +52.3% | +12.9% |
| 3Y | +40.3% | -19.7% | +60.0% | +39.5% |
| 5Y | +17.3% | -53.7% | +71.0% | +26.5% |
| 10Y | +362.3% | -16.9% | +379.1% | +294.8% |
| All | +410.6% | +6.6% | +404.0% | +297.4% |
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