+363.9%
IGV vs ACGL
+270.2%
+93.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | -4.5% | -0.7% | -3.8% | -4.3% |
| 30D | +3.2% | -1.0% | +4.2% | +3.5% |
| 3M | +4.5% | +11.0% | -6.5% | +0.8% |
| 6M | +22.1% | -0.3% | +22.4% | +21.6% |
| YTD | -1.0% | +2.3% | -3.3% | -2.6% |
| 1Y | -2.1% | +6.4% | -8.5% | -5.3% |
| 3Y | +44.6% | +34.0% | +10.6% | +26.2% |
| 5Y | +22.2% | +161.6% | -139.5% | -18.7% |
| All | +363.9% | +270.2% | +93.7% | +162.2% |
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