+357.1%
IGV vs ACGL
+332.0%
+25.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.4% |
| 7D | -2.3% | +1.3% | -3.5% | -2.7% |
| 30D | -11.0% | +14.2% | -25.2% | -14.7% |
| 3M | -4.5% | +11.1% | -15.5% | -7.8% |
| 6M | +10.1% | +16.4% | -6.3% | +4.4% |
| YTD | -5.1% | +13.8% | -18.8% | -9.8% |
| 1Y | -10.2% | +21.6% | -31.8% | -16.7% |
| 3Y | +37.7% | +33.5% | +4.2% | +21.1% |
| 5Y | +15.7% | +174.8% | -159.2% | -24.0% |
| 10Y | +357.1% | +330.4% | +26.8% | +148.0% |
| All | +357.1% | +332.0% | +25.1% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling