+433.3%
META vs IGV
+366.7%
+66.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -3.6% |
| 7D | -0.2% | -1.3% | +1.1% | +0.9% |
| 30D | -15.4% | -8.1% | -7.2% | -9.4% |
| 3M | +5.0% | -1.6% | +6.7% | +5.0% |
| 6M | +5.2% | +12.7% | -7.6% | -8.6% |
| YTD | -4.5% | -3.3% | -1.2% | -6.5% |
| 1Y | +0.6% | -7.9% | +8.5% | +3.0% |
| 3Y | +93.1% | +40.3% | +52.7% | +30.5% |
| 5Y | +93.7% | +17.3% | +76.4% | +54.7% |
| 10Y | +433.3% | +362.3% | +71.1% | +28.4% |
| All | +433.3% | +366.7% | +66.6% | +28.4% |
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