+902.1%
IVV vs IGV
+970.9%
-68.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.9% |
| 7D | +0.1% | -4.5% | +4.6% | +2.7% |
| 30D | +0.1% | +3.2% | -3.1% | -2.2% |
| 3M | +2.0% | +4.5% | -2.5% | -1.5% |
| 6M | +13.0% | +22.1% | -9.1% | -1.5% |
| YTD | +13.6% | -1.0% | +14.6% | +11.1% |
| 1Y | +20.1% | -2.1% | +22.2% | +17.9% |
| 3Y | +77.6% | +44.6% | +33.0% | +36.3% |
| 5Y | +82.5% | +22.2% | +60.3% | +50.4% |
| 10Y | +316.5% | +364.7% | -48.2% | +50.5% |
| All | +902.1% | +970.9% | -68.8% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling