+2,926.4%
V vs IGV
+1,098.7%
+1,827.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | +0.5% |
| 7D | -1.7% | -4.5% | +2.8% | +1.1% |
| 30D | +2.0% | +3.2% | -1.3% | -0.9% |
| 3M | +17.4% | +4.5% | +12.8% | +12.5% |
| 6M | +17.5% | +22.1% | -4.6% | 0.0% |
| YTD | +7.6% | -1.0% | +8.6% | +4.7% |
| 1Y | +7.7% | -2.1% | +9.8% | +4.8% |
| 3Y | +54.7% | +44.6% | +10.1% | +10.0% |
| 5Y | +73.0% | +22.2% | +50.9% | +33.8% |
| 10Y | +390.9% | +364.7% | +26.1% | +28.7% |
| All | +2,926.4% | +1,098.7% | +1,827.7% | +280.8% |
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 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