+462.9%
META vs IGV
+355.7%
+107.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | +5.2% | +2.3% | +2.8% | +3.1% |
| 30D | -13.0% | -6.0% | -7.0% | -8.7% |
| 3M | +7.9% | -4.8% | +12.7% | +11.0% |
| 6M | +4.2% | +14.2% | -10.0% | -10.5% |
| YTD | -2.5% | -4.2% | +1.7% | -3.7% |
| 1Y | +5.6% | -5.3% | +10.8% | +5.2% |
| 3Y | +96.8% | +38.8% | +58.0% | +34.3% |
| 5Y | +90.0% | +14.2% | +75.8% | +55.3% |
| All | +462.9% | +355.7% | +107.3% | +38.0% |
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 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