-17.3%
META vs IGV
-1.8%
-15.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.6% |
| 7D | +6.7% | -4.5% | +11.2% | +8.0% |
| 30D | +4.8% | +3.2% | +1.5% | +3.4% |
| 3M | -1.6% | +4.5% | -6.2% | -4.1% |
| 6M | -7.5% | +22.1% | -29.6% | -15.3% |
| YTD | -6.4% | -1.0% | -5.4% | -6.3% |
| 1Y | -17.3% | -2.1% | -15.2% | -14.0% |
| All | -17.3% | -1.8% | -15.5% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling