+859.2%
IVV vs IGV
+912.6%
-53.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -2.7% | -5.2% | +2.5% | +0.3% |
| 30D | -5.4% | -10.0% | +4.6% | +0.2% |
| 3M | -4.1% | -0.5% | -3.5% | -4.7% |
| 6M | +0.7% | +12.6% | -11.9% | -7.8% |
| YTD | +8.7% | -6.4% | +15.2% | +9.3% |
| 1Y | +11.0% | -9.5% | +20.5% | +13.7% |
| 3Y | +75.4% | +41.7% | +33.7% | +35.6% |
| 5Y | +68.3% | +12.7% | +55.7% | +44.9% |
| 10Y | +315.5% | +354.1% | -38.5% | +51.4% |
| All | +859.2% | +912.6% | -53.4% | +79.7% |
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