+3,306.4%
V vs IGV
+1,063.0%
+2,243.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.8% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | +9.5% | -9.9% | +19.5% | +16.5% |
| 3M | +16.7% | -1.2% | +17.9% | +15.9% |
| 6M | +32.9% | +11.3% | +21.6% | +20.4% |
| YTD | +21.1% | -4.0% | +25.1% | +19.2% |
| 1Y | +26.6% | -7.3% | +33.9% | +27.3% |
| 3Y | +78.4% | +42.8% | +35.6% | +27.0% |
| 5Y | +105.5% | +13.7% | +91.8% | +66.3% |
| 10Y | +444.2% | +354.8% | +89.5% | +43.4% |
| All | +3,306.4% | +1,063.0% | +2,243.3% | +333.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling