-2.9%
TSLA vs IGV
-7.2%
+4.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.7% |
| 7D | +8.9% | +2.3% | +6.6% | +7.7% |
| 30D | +6.3% | -6.0% | +12.3% | +9.6% |
| 3M | +14.8% | -4.8% | +19.6% | +17.6% |
| 6M | -12.4% | +14.2% | -26.6% | -18.6% |
| YTD | -13.2% | -4.2% | -9.0% | -10.2% |
| 1Y | -2.9% | -5.3% | +2.3% | +0.8% |
| All | -2.9% | -7.2% | +4.3% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling