+15.7%
IGV vs AA
-10.5%
+26.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | -0.3% |
| 7D | -2.3% | +1.2% | -3.5% | -2.5% |
| 30D | -11.0% | -5.0% | -5.9% | -10.2% |
| 3M | -4.5% | -22.2% | +17.8% | -0.3% |
| 6M | +10.1% | -36.3% | +46.4% | +18.4% |
| YTD | -5.1% | -24.2% | +19.1% | -2.6% |
| 1Y | -10.2% | +3.9% | -14.1% | -13.9% |
| 3Y | +37.7% | +67.6% | -29.8% | +13.7% |
| 5Y | +15.7% | -8.8% | +24.5% | +5.5% |
| All | +15.7% | -10.5% | +26.2% | +5.5% |
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