+107.3%
META vs IGV
+45.2%
+62.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.4% |
| 7D | +6.7% | -4.5% | +11.2% | +9.6% |
| 30D | +4.8% | +3.2% | +1.5% | +1.9% |
| 3M | -1.6% | +4.5% | -6.2% | -5.2% |
| 6M | -7.5% | +22.1% | -29.6% | -21.6% |
| YTD | -6.4% | -1.0% | -5.4% | -6.4% |
| 1Y | -17.3% | -2.1% | -15.2% | -16.9% |
| All | +107.3% | +45.2% | +62.1% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling