+444.1%
META vs IGV
+358.0%
+86.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +1.0% |
| 7D | +3.3% | -2.3% | +5.5% | +5.4% |
| 30D | -10.8% | -11.0% | +0.2% | -1.9% |
| 3M | +7.9% | -4.5% | +12.4% | +10.6% |
| 6M | +5.4% | +10.1% | -4.7% | -6.5% |
| YTD | -2.6% | -5.1% | +2.5% | -3.0% |
| 1Y | +1.9% | -10.2% | +12.1% | +6.7% |
| 3Y | +97.0% | +37.7% | +59.2% | +35.4% |
| 5Y | +97.6% | +15.7% | +81.9% | +59.8% |
| All | +444.1% | +358.0% | +86.0% | +33.2% |
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