+313.7%
IVV vs IGV
+355.8%
-42.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.4% |
| 7D | +0.5% | -3.3% | +3.8% | +2.3% |
| 30D | -1.0% | 0.0% | -0.9% | -1.4% |
| 3M | +3.9% | +7.3% | -3.5% | -1.0% |
| 6M | +14.5% | +16.7% | -2.2% | +2.9% |
| YTD | +12.9% | -2.8% | +15.8% | +12.2% |
| 1Y | +19.4% | -6.7% | +26.0% | +21.1% |
| 3Y | +78.8% | +41.1% | +37.7% | +39.2% |
| 5Y | +82.2% | +22.0% | +60.2% | +50.9% |
| 10Y | +313.7% | +357.9% | -44.3% | +52.0% |
| All | +313.7% | +355.8% | -42.2% | +52.0% |
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