+272.5%
T vs IGV
+936.2%
-663.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.5% | +2.3% | +0.2% | +1.8% |
| 30D | -3.8% | -6.0% | +2.2% | -2.1% |
| 3M | -8.7% | -4.8% | -4.0% | -8.0% |
| 6M | -8.1% | +14.2% | -22.4% | -13.6% |
| YTD | -6.4% | -4.2% | -2.2% | -7.6% |
| 1Y | -9.8% | -5.3% | -4.5% | -10.6% |
| 3Y | +65.5% | +38.8% | +26.7% | +37.2% |
| 5Y | +57.0% | +14.2% | +42.7% | +36.0% |
| 10Y | +60.8% | +357.6% | -296.8% | -28.7% |
| All | +272.5% | +936.2% | -663.8% | -11.1% |
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 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