+6,882.0%
AMD vs IGV
+363.4%
+6,518.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +7.2% |
| 7D | +2.6% | -4.5% | +7.1% | +7.7% |
| 30D | -0.9% | +3.2% | -4.1% | -6.5% |
| 3M | -8.7% | +4.5% | -13.2% | -15.8% |
| 6M | +136.3% | +22.1% | +114.2% | +73.3% |
| YTD | +123.0% | -1.0% | +124.0% | +109.3% |
| 1Y | +195.2% | -2.1% | +197.3% | +182.1% |
| 3Y | +336.3% | +44.6% | +291.8% | +153.8% |
| 5Y | +334.5% | +22.2% | +312.3% | +225.4% |
| All | +6,882.0% | +363.4% | +6,518.6% | +652.6% |
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 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