+62.8%
META vs IGV
+22.6%
+40.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.9% |
| 7D | +6.7% | -4.5% | +11.2% | +10.6% |
| 30D | +4.8% | +3.2% | +1.5% | +0.9% |
| 3M | -1.6% | +4.5% | -6.2% | -6.4% |
| 6M | -7.5% | +22.1% | -29.6% | -25.6% |
| YTD | -6.4% | -1.0% | -5.4% | -8.9% |
| 1Y | -17.3% | -2.1% | -15.2% | -19.1% |
| 3Y | +109.9% | +44.6% | +65.4% | +33.8% |
| All | +62.8% | +22.6% | +40.2% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling