+108.2%
T vs IGV
+40.9%
+67.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.5% |
| 7D | -1.5% | -3.3% | +1.8% | -1.8% |
| 30D | +7.6% | 0.0% | +7.6% | +7.7% |
| 3M | +15.3% | +7.3% | +8.0% | +16.1% |
| 6M | -8.5% | +16.7% | -25.2% | -6.8% |
| YTD | +6.8% | -2.8% | +9.6% | +8.1% |
| 1Y | -7.2% | -6.7% | -0.6% | -6.2% |
| 3Y | +108.2% | +41.1% | +67.1% | +103.5% |
| All | +108.2% | +40.9% | +67.4% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling