+22.0%
IGV vs AA
+17.0%
+5.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.4% | -2.5% |
| 7D | -3.3% | +1.7% | -5.0% | -3.6% |
| 30D | 0.0% | +3.3% | -3.4% | -0.8% |
| 3M | +7.3% | -29.4% | +36.8% | +13.6% |
| 6M | +16.7% | -12.8% | +29.5% | +17.8% |
| YTD | -2.8% | -2.1% | -0.7% | -4.6% |
| 1Y | -6.7% | +62.8% | -69.4% | -17.7% |
| 3Y | +41.1% | +90.5% | -49.4% | +15.3% |
| 5Y | +22.0% | +19.1% | +2.9% | +9.4% |
| All | +22.0% | +17.0% | +5.0% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling