+38.0%
IGV vs AAL
-8.3%
+46.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -5.4% | -0.9% | -4.5% | -5.2% |
| 30D | -2.6% | -16.0% | +13.3% | +0.7% |
| 3M | +10.5% | -4.2% | +14.8% | +10.9% |
| 6M | +18.2% | +15.7% | +2.5% | +13.2% |
| YTD | -4.2% | -16.2% | +11.9% | -2.1% |
| 1Y | -9.8% | +0.2% | -10.1% | -11.8% |
| All | +38.0% | -8.3% | +46.3% | +23.4% |
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