+83.1%
IVV vs IGV
+22.6%
+60.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | +0.1% | -4.5% | +4.6% | +2.2% |
| 30D | +0.1% | +3.2% | -3.1% | -1.8% |
| 3M | +2.0% | +4.5% | -2.5% | -0.8% |
| 6M | +13.0% | +22.1% | -9.1% | +0.7% |
| YTD | +13.6% | -1.0% | +14.6% | +12.6% |
| 1Y | +20.1% | -2.1% | +22.2% | +19.5% |
| 3Y | +77.6% | +44.6% | +33.0% | +40.5% |
| All | +83.1% | +22.6% | +60.5% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling