+2.4%
IGV vs ZYBT
-58.9%
+61.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.3% |
| 7D | -2.9% | -3.7% | +0.8% | -2.9% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | +11.7% | +72.2% | -60.5% | +11.0% |
| 6M | +18.4% | +103.1% | -84.7% | +16.4% |
| YTD | -3.9% | +34.8% | -38.7% | -4.8% |
| 1Y | -9.7% | -83.2% | +73.5% | -7.1% |
| All | +2.4% | -58.9% | +61.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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