+105.7%
V vs IGV
+10.7%
+95.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.2% | -5.2% | +7.4% | +4.2% |
| 30D | +13.6% | -10.0% | +23.6% | +17.8% |
| 3M | +14.3% | -0.5% | +14.8% | +13.6% |
| 6M | +33.1% | +12.6% | +20.5% | +24.7% |
| YTD | +21.2% | -6.4% | +27.7% | +22.4% |
| 1Y | +26.4% | -9.5% | +36.0% | +29.4% |
| 3Y | +77.6% | +41.7% | +35.9% | +43.0% |
| All | +105.7% | +10.7% | +95.0% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling