+973.2%
IGV vs A
+797.2%
+176.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -4.5% | -1.9% | -2.6% | -3.6% |
| 30D | +3.2% | +6.9% | -3.7% | -0.1% |
| 3M | +4.5% | +9.2% | -4.7% | -0.3% |
| 6M | +22.1% | +25.7% | -3.6% | +7.5% |
| YTD | -1.0% | +11.5% | -12.6% | -7.9% |
| 1Y | -2.1% | +18.4% | -20.5% | -12.1% |
| 3Y | +44.6% | +26.6% | +18.0% | +21.6% |
| 5Y | +22.2% | -12.8% | +35.0% | +22.3% |
| 10Y | +364.7% | +247.2% | +117.5% | +137.1% |
| All | +973.2% | +797.2% | +176.0% | +182.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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