+68.4%
T vs IGV
+356.9%
-288.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | -3.1% | -1.5% | -1.5% | -2.8% |
| 30D | +4.6% | -3.0% | +7.6% | +5.0% |
| 3M | +12.2% | +9.6% | +2.7% | +10.2% |
| 6M | -6.5% | +16.1% | -22.6% | -9.4% |
| YTD | +4.9% | -3.6% | +8.5% | +5.1% |
| 1Y | -10.5% | -7.8% | -2.6% | -9.6% |
| 3Y | +104.6% | +40.0% | +64.6% | +83.2% |
| 5Y | +64.2% | +21.2% | +43.0% | +49.9% |
| 10Y | +68.4% | +364.4% | -296.0% | -3.1% |
| All | +68.4% | +356.9% | -288.4% | -3.1% |
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