+29.3%
V vs IGV
-8.7%
+38.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +3.7% |
| 7D | +9.0% | -7.5% | +16.4% | +10.0% |
| 30D | +18.1% | -5.6% | +23.7% | +18.8% |
| 3M | +18.3% | +1.5% | +16.8% | +17.7% |
| 6M | +34.1% | +17.1% | +17.0% | +29.4% |
| YTD | +25.2% | -2.0% | +27.2% | +24.9% |
| 1Y | +29.3% | -7.5% | +36.8% | +30.1% |
| All | +29.3% | -8.7% | +38.0% | +30.1% |
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