+484.0%
V vs IGV
+355.7%
+128.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.9% | +2.3% | -1.4% | -0.4% |
| 30D | +9.0% | -6.0% | +15.0% | +12.2% |
| 3M | +16.7% | -4.8% | +21.5% | +18.6% |
| 6M | +33.4% | +14.2% | +19.2% | +20.7% |
| YTD | +22.4% | -4.2% | +26.6% | +21.4% |
| 1Y | +27.7% | -5.3% | +33.0% | +27.4% |
| 3Y | +78.0% | +38.8% | +39.2% | +33.8% |
| 5Y | +108.5% | +14.2% | +94.3% | +75.9% |
| All | +484.0% | +355.7% | +128.3% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling