+973.2%
IGV vs AA
-27.5%
+1,000.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.7% |
| 7D | -4.5% | -0.7% | -3.8% | -4.4% |
| 30D | +3.2% | +5.0% | -1.8% | +1.7% |
| 3M | +4.5% | -35.8% | +40.4% | +15.8% |
| 6M | +22.1% | -18.4% | +40.5% | +25.7% |
| YTD | -1.0% | -5.5% | +4.4% | -2.7% |
| 1Y | -2.1% | +61.0% | -63.1% | -17.1% |
| 3Y | +44.6% | +66.2% | -21.6% | +14.2% |
| 5Y | +22.2% | +11.4% | +10.8% | -1.4% |
| 10Y | +364.7% | +116.9% | +247.9% | +146.7% |
| All | +973.2% | -27.5% | +1,000.6% | +458.8% |
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