-6.4%
T vs IGV
-8.7%
+2.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.2% |
| 7D | +5.5% | -7.5% | +12.9% | +4.0% |
| 30D | -8.9% | -5.6% | -3.3% | -9.7% |
| 3M | -5.6% | +1.5% | -7.1% | -5.3% |
| 6M | -14.3% | +17.1% | -31.4% | -10.8% |
| YTD | -7.9% | -2.0% | -5.9% | -8.3% |
| 1Y | -6.4% | -7.5% | +1.1% | -8.0% |
| All | -6.4% | -8.7% | +2.2% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling