+57.0%
T vs IGV
+15.7%
+41.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.6% | +2.5% | -0.8% | +1.6% |
| 30D | -2.9% | -8.6% | +5.7% | -2.7% |
| 3M | -7.5% | -1.6% | -5.9% | -7.6% |
| 6M | -9.9% | +13.4% | -23.4% | -10.7% |
| YTD | -6.4% | -4.0% | -2.5% | -5.9% |
| 1Y | -9.4% | -7.6% | -1.8% | -8.5% |
| 3Y | +64.9% | +39.3% | +25.6% | +55.1% |
| 5Y | +57.0% | +14.5% | +42.5% | +38.1% |
| All | +57.0% | +15.7% | +41.3% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling