+23.1%
IGV vs AAL
-32.1%
+55.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | -1.5% | -12.9% | +11.3% | +1.9% |
| 3M | +11.7% | -11.2% | +22.9% | +14.4% |
| 6M | +18.4% | +17.8% | +0.6% | +11.4% |
| YTD | -3.9% | -15.1% | +11.2% | -1.8% |
| 1Y | -9.7% | +0.5% | -10.1% | -12.4% |
| 3Y | +38.4% | -7.7% | +46.1% | +28.3% |
| All | +23.1% | -32.1% | +55.2% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling