+6,351.7%
AMD vs IGV
+347.2%
+6,004.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.1% | +11.2% | +11.2% |
| 7D | -11.0% | -5.2% | -5.9% | -4.6% |
| 30D | -30.5% | -10.0% | -20.5% | -20.8% |
| 3M | -8.2% | -0.5% | -7.7% | -9.2% |
| 6M | +6.6% | +12.6% | -6.1% | -11.8% |
| YTD | +109.7% | -6.4% | +116.1% | +110.7% |
| 1Y | +88.9% | -9.5% | +98.4% | +98.6% |
| 3Y | +301.8% | +41.7% | +260.1% | +139.1% |
| 5Y | +229.4% | +12.7% | +216.7% | +172.8% |
| All | +6,351.7% | +347.2% | +6,004.5% | +684.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling