+177.9%
KO vs IGV
+363.9%
-186.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.1% | -5.4% | +4.3% | -0.2% |
| 30D | +1.6% | -2.6% | +4.2% | +1.9% |
| 3M | +5.8% | +10.5% | -4.8% | +3.7% |
| 6M | +14.3% | +18.2% | -3.9% | +10.2% |
| YTD | +27.3% | -4.2% | +31.5% | +27.6% |
| 1Y | +33.2% | -9.8% | +43.0% | +34.9% |
| 3Y | +64.5% | +39.1% | +25.4% | +47.3% |
| 5Y | +83.1% | +21.2% | +61.9% | +67.5% |
| All | +177.9% | +363.9% | -186.0% | +62.1% |
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