+46.2%
TSLA vs IGV
+21.2%
+25.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.8% |
| 7D | +3.0% | -1.5% | +4.6% | +4.8% |
| 30D | +11.2% | -3.0% | +14.2% | +14.4% |
| 3M | -7.3% | +9.6% | -16.9% | -16.7% |
| 6M | -7.7% | +16.1% | -23.9% | -24.9% |
| YTD | -18.2% | -3.6% | -14.6% | -17.8% |
| 1Y | +6.0% | -7.8% | +13.9% | +12.6% |
| 3Y | +48.0% | +40.0% | +8.0% | -1.0% |
| 5Y | +46.2% | +21.2% | +25.0% | +5.3% |
| All | +46.2% | +21.2% | +25.0% | +5.3% |
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