+374.8%
META vs IGV
+363.4%
+11.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.9% |
| 7D | +6.7% | -4.5% | +11.2% | +10.7% |
| 30D | +4.8% | +3.2% | +1.5% | +0.9% |
| 3M | -1.6% | +4.5% | -6.2% | -6.5% |
| 6M | -7.5% | +22.1% | -29.6% | -25.4% |
| YTD | -6.4% | -1.0% | -5.4% | -9.6% |
| 1Y | -17.3% | -2.1% | -15.2% | -19.7% |
| 3Y | +109.9% | +44.6% | +65.4% | +39.2% |
| 5Y | +65.4% | +22.2% | +43.2% | +28.2% |
| All | +374.8% | +363.4% | +11.4% | +15.7% |
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