+552.9%
QQQ vs IGV
+363.9%
+189.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.6% |
| 7D | -1.3% | -5.4% | +4.1% | +2.7% |
| 30D | -1.4% | -2.6% | +1.3% | 0.0% |
| 3M | +2.3% | +10.5% | -8.3% | -6.2% |
| 6M | +16.9% | +18.2% | -1.3% | +0.2% |
| YTD | +15.6% | -4.2% | +19.9% | +15.7% |
| 1Y | +22.6% | -9.8% | +32.4% | +28.4% |
| 3Y | +93.5% | +39.1% | +54.4% | +41.2% |
| 5Y | +93.9% | +21.2% | +72.7% | +55.0% |
| All | +552.9% | +363.9% | +189.0% | +84.9% |
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