+941.2%
IGV vs A
+930.4%
+10.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | +0.3% |
| 7D | +2.5% | +0.7% | +1.7% | +2.1% |
| 30D | -8.6% | +0.8% | -9.4% | -9.0% |
| 3M | -1.6% | +16.9% | -18.5% | -9.1% |
| 6M | +13.4% | +53.8% | -40.3% | -9.3% |
| YTD | -4.0% | +28.1% | -32.1% | -16.7% |
| 1Y | -7.6% | +15.0% | -22.7% | -15.7% |
| 3Y | +39.3% | +63.1% | -23.8% | +3.5% |
| 5Y | +14.5% | +11.5% | +3.1% | +1.5% |
| 10Y | +358.7% | +303.2% | +55.6% | +117.5% |
| All | +941.2% | +930.4% | +10.7% | +155.9% |
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