+309.3%
SPY vs IGV
+356.9%
-47.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | +3.3% | +2.5% | +0.8% | +2.0% |
| 30D | -2.7% | -8.6% | +5.9% | +1.9% |
| 3M | -1.7% | -1.6% | -0.2% | -1.7% |
| 6M | +3.1% | +13.4% | -10.4% | -5.6% |
| YTD | +11.9% | -4.0% | +15.9% | +11.4% |
| 1Y | +12.0% | -7.6% | +19.6% | +14.0% |
| 3Y | +78.2% | +39.3% | +38.9% | +39.8% |
| 5Y | +73.2% | +14.5% | +58.7% | +49.0% |
| All | +309.3% | +356.9% | -47.5% | +56.3% |
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 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