+5.6%
META vs IGV
-7.2%
+12.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +5.2% | +2.3% | +2.8% | +4.4% |
| 30D | -13.0% | -6.0% | -7.0% | -11.5% |
| 3M | +7.9% | -4.8% | +12.7% | +9.2% |
| 6M | +4.2% | +14.2% | -10.0% | -1.4% |
| YTD | -2.5% | -4.2% | +1.7% | -3.1% |
| 1Y | +5.6% | -5.3% | +10.8% | +5.3% |
| All | +5.6% | -7.2% | +12.8% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling