+38.8%
IGV vs AAL
+12.6%
+26.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | -6.0% | +11.7% | -17.7% | -8.1% |
| 3M | -4.8% | -12.5% | +7.8% | -2.6% |
| 6M | +14.2% | +3.6% | +10.6% | +12.2% |
| YTD | -4.2% | -14.1% | +9.9% | -2.9% |
| 1Y | -5.3% | +0.8% | -6.0% | -7.2% |
| 3Y | +38.8% | +11.8% | +27.0% | +24.1% |
| All | +38.8% | +12.6% | +26.2% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 3y: compounded portfolio wealth divided by compounded AAL 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…
3y analysis · Full analysis span regression · 6 months rolling