+78.6%
V vs IGV
+37.4%
+41.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +2.2% | -5.2% | +7.4% | +3.6% |
| 30D | +13.6% | -10.0% | +23.6% | +16.5% |
| 3M | +14.3% | -0.5% | +14.8% | +13.7% |
| 6M | +33.1% | +12.6% | +20.5% | +26.8% |
| YTD | +21.2% | -6.4% | +27.7% | +22.7% |
| 1Y | +26.4% | -9.5% | +36.0% | +29.4% |
| All | +78.6% | +37.4% | +41.2% | +54.1% |
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 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