+243.2%
INTC vs IGV
+363.9%
-120.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.1% |
| 7D | +9.4% | -5.4% | +14.8% | +13.7% |
| 30D | +2.7% | -2.6% | +5.3% | +4.0% |
| 3M | -6.3% | +10.5% | -16.8% | -14.1% |
| 6M | +114.5% | +18.2% | +96.3% | +82.4% |
| YTD | +171.9% | -4.2% | +176.1% | +168.8% |
| 1Y | +305.0% | -9.8% | +314.8% | +322.0% |
| 3Y | +168.3% | +39.1% | +129.2% | +98.0% |
| 5Y | +102.3% | +21.2% | +81.1% | +62.4% |
| All | +243.2% | +363.9% | -120.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 10y: compounded portfolio wealth divided by compounded IGV 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…
10y analysis · Full analysis span regression · 6 months rolling