+309.6%
IVV vs IGV
+362.3%
-52.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +1.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | -3.3% | -9.9% | +6.6% | +2.1% |
| 3M | -2.4% | -1.2% | -1.2% | -2.6% |
| 6M | +2.6% | +11.3% | -8.7% | -5.1% |
| YTD | +11.3% | -4.0% | +15.3% | +10.8% |
| 1Y | +13.4% | -7.3% | +20.8% | +15.2% |
| 3Y | +80.3% | +42.8% | +37.5% | +39.0% |
| 5Y | +72.7% | +13.7% | +59.1% | +49.1% |
| 10Y | +309.6% | +354.8% | -45.1% | +58.4% |
| All | +309.6% | +362.3% | -52.6% | +58.4% |
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