+2,650.1%
TSLA vs IGV
+363.9%
+2,286.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.5% |
| 7D | -3.4% | -5.4% | +2.0% | +2.6% |
| 30D | +9.2% | -2.6% | +11.9% | +12.0% |
| 3M | -4.7% | +10.5% | -15.3% | -15.6% |
| 6M | -8.9% | +18.2% | -27.1% | -27.7% |
| YTD | -19.2% | -4.2% | -14.9% | -19.0% |
| 1Y | +4.5% | -9.8% | +14.4% | +12.7% |
| 3Y | +46.3% | +39.1% | +7.2% | -1.9% |
| 5Y | +48.1% | +21.2% | +26.9% | +17.6% |
| All | +2,650.1% | +363.9% | +2,286.2% | +545.5% |
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 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