+929.7%
IGV vs AA
-41.8%
+971.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | 0.0% |
| 7D | -2.3% | +1.2% | -3.5% | -2.6% |
| 30D | -11.0% | -5.0% | -5.9% | -9.9% |
| 3M | -4.5% | -22.2% | +17.8% | +1.2% |
| 6M | +10.1% | -36.3% | +46.4% | +21.2% |
| YTD | -5.1% | -24.2% | +19.1% | -1.6% |
| 1Y | -10.2% | +3.9% | -14.1% | -14.6% |
| 3Y | +37.7% | +67.6% | -29.8% | +8.5% |
| 5Y | +15.7% | -8.8% | +24.5% | -1.0% |
| 10Y | +357.1% | +45.0% | +312.2% | +174.1% |
| All | +929.7% | -41.8% | +971.5% | +464.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling