+425.7%
META vs IGV
+362.3%
+63.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +2.9% |
| 7D | +5.7% | -0.4% | +6.1% | +6.2% |
| 30D | -10.8% | -9.9% | -0.8% | -2.8% |
| 3M | +8.4% | -1.2% | +9.6% | +8.0% |
| 6M | +5.4% | +11.3% | -5.9% | -7.4% |
| YTD | -2.6% | -4.0% | +1.4% | -3.9% |
| 1Y | +3.5% | -7.3% | +10.8% | +5.3% |
| 3Y | +102.0% | +42.8% | +59.2% | +34.3% |
| 5Y | +93.1% | +13.7% | +79.4% | +58.6% |
| 10Y | +425.7% | +354.8% | +70.9% | +28.7% |
| All | +425.7% | +362.3% | +63.4% | +28.7% |
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 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