+37.7%
IGV vs AA
+67.2%
-29.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.4% |
| 7D | -2.3% | +1.2% | -3.5% | -2.5% |
| 30D | -11.0% | -5.0% | -5.9% | -10.3% |
| 3M | -4.5% | -22.2% | +17.8% | -0.9% |
| 6M | +10.1% | -36.3% | +46.4% | +17.3% |
| YTD | -5.1% | -24.2% | +19.1% | -3.1% |
| 1Y | -10.2% | +3.9% | -14.1% | -13.9% |
| 3Y | +37.7% | +67.6% | -29.8% | +20.2% |
| All | +37.7% | +67.2% | -29.4% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling