+941.2%
IGV vs AA
-41.1%
+982.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.4% |
| 7D | +2.5% | +5.3% | -2.8% | +1.1% |
| 30D | -8.6% | -2.3% | -6.3% | -8.2% |
| 3M | -1.6% | -20.8% | +19.2% | +3.9% |
| 6M | +13.4% | -39.8% | +53.3% | +26.8% |
| YTD | -4.0% | -23.3% | +19.3% | -0.8% |
| 1Y | -7.6% | +1.8% | -9.5% | -11.6% |
| 3Y | +39.3% | +69.5% | -30.3% | +9.4% |
| 5Y | +14.5% | -18.0% | +32.5% | +1.1% |
| 10Y | +358.7% | +45.7% | +313.1% | +174.9% |
| All | +941.2% | -41.1% | +982.3% | +469.5% |
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 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