+23,015.9%
TSLA vs IGV
+1,084.7%
+21,931.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +6.0% |
| 7D | +3.4% | -3.3% | +6.7% | +7.2% |
| 30D | +12.0% | 0.0% | +12.1% | +11.5% |
| 3M | -10.0% | +7.3% | -17.3% | -17.4% |
| 6M | -7.2% | +16.7% | -23.9% | -24.8% |
| YTD | -18.1% | -2.8% | -15.3% | -19.4% |
| 1Y | +6.3% | -6.7% | +13.0% | +9.7% |
| 3Y | +48.2% | +41.1% | +7.0% | -0.6% |
| 5Y | +46.5% | +22.0% | +24.5% | +17.1% |
| 10Y | +2,698.1% | +357.9% | +2,340.2% | +499.9% |
| All | +23,015.9% | +1,084.7% | +21,931.2% | +2,104.2% |
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