+75.4%
IVV vs IGV
+41.3%
+34.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -2.7% | -5.2% | +2.5% | -0.6% |
| 30D | -5.4% | -10.0% | +4.6% | -1.6% |
| 3M | -4.1% | -0.5% | -3.5% | -4.5% |
| 6M | +0.7% | +12.6% | -11.9% | -5.7% |
| YTD | +8.7% | -6.4% | +15.2% | +11.6% |
| 1Y | +11.0% | -9.5% | +20.5% | +15.9% |
| 3Y | +75.4% | +41.7% | +33.7% | +42.0% |
| All | +75.4% | +41.3% | +34.1% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling