+881.9%
SPY vs IGV
+946.9%
-65.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.2% |
| 7D | -0.9% | -1.3% | +0.4% | -0.2% |
| 30D | -2.4% | -8.1% | +5.8% | +2.3% |
| 3M | -1.2% | -1.6% | +0.5% | -1.1% |
| 6M | +3.3% | +12.7% | -9.5% | -5.5% |
| YTD | +12.3% | -3.3% | +15.5% | +10.8% |
| 1Y | +12.4% | -7.9% | +20.4% | +14.1% |
| 3Y | +78.8% | +40.3% | +38.5% | +39.2% |
| 5Y | +75.2% | +17.3% | +57.9% | +47.5% |
| 10Y | +311.1% | +362.3% | -51.2% | +47.8% |
| All | +881.9% | +946.9% | -65.0% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling