+356.3%
IGV vs AA
+123.1%
+233.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +0.2% |
| 7D | -5.4% | -5.4% | 0.0% | -4.5% |
| 30D | -2.6% | -10.7% | +8.1% | -0.9% |
| 3M | +10.5% | -26.2% | +36.7% | +15.7% |
| 6M | +18.2% | -20.9% | +39.1% | +21.3% |
| YTD | -4.2% | -8.6% | +4.4% | -4.7% |
| 1Y | -9.8% | +57.4% | -67.2% | -19.0% |
| 3Y | +39.1% | +77.8% | -38.7% | +17.8% |
| 5Y | +21.2% | +2.7% | +18.5% | +8.1% |
| All | +356.3% | +123.1% | +233.2% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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