+55.3%
V vs IGV
+45.0%
+10.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.4% |
| 7D | -1.7% | -4.5% | +2.8% | -0.5% |
| 30D | +2.0% | +3.2% | -1.3% | +0.8% |
| 3M | +17.4% | +4.5% | +12.8% | +15.4% |
| 6M | +17.5% | +22.1% | -4.6% | +9.3% |
| YTD | +7.6% | -1.0% | +8.6% | +7.6% |
| 1Y | +7.7% | -2.1% | +9.8% | +7.7% |
| All | +55.3% | +45.0% | +10.3% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling