+1,204.5%
IGV vs AAL
-33.6%
+1,238.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | -4.8% | -12.5% | +7.8% | -3.1% |
| 6M | +14.2% | +3.6% | +10.6% | +12.8% |
| YTD | -4.2% | -14.1% | +9.9% | -3.3% |
| 1Y | -5.3% | +0.8% | -6.0% | -6.7% |
| 3Y | +38.8% | +11.8% | +27.0% | +31.1% |
| 5Y | +14.2% | -35.1% | +49.3% | +14.7% |
| 10Y | +357.6% | -68.3% | +425.8% | +361.8% |
| All | +1,204.5% | -33.6% | +1,238.2% | +834.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling