+454.5%
V vs IGV
+347.2%
+107.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | +0.6% | -2.3% | +2.9% | +1.9% |
| 30D | +9.7% | -11.0% | +20.7% | +16.4% |
| 3M | +17.3% | -4.5% | +21.7% | +18.9% |
| 6M | +33.2% | +10.1% | +23.1% | +23.1% |
| YTD | +21.3% | -5.1% | +26.4% | +21.0% |
| 1Y | +27.3% | -10.2% | +37.6% | +31.2% |
| 3Y | +76.1% | +37.7% | +38.3% | +32.9% |
| 5Y | +103.5% | +15.7% | +87.8% | +69.5% |
| 10Y | +454.5% | +357.1% | +97.3% | +38.7% |
| All | +454.5% | +347.2% | +107.3% | +38.7% |
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