+4.5%
TSLA vs IGV
-10.7%
+15.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.8% |
| 7D | -3.4% | -5.4% | +2.0% | -0.3% |
| 30D | +9.2% | -2.6% | +11.9% | +10.9% |
| 3M | -4.7% | +10.5% | -15.3% | -9.7% |
| 6M | -8.9% | +18.2% | -27.1% | -18.8% |
| YTD | -19.2% | -4.2% | -14.9% | -10.7% |
| 1Y | +4.5% | -9.8% | +14.4% | +27.6% |
| All | +4.5% | -10.7% | +15.2% | +27.6% |
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