+11.2%
IGV vs ACGL
+159.2%
-148.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.8% | +0.5% |
| 7D | -5.2% | +0.9% | -6.1% | -5.4% |
| 30D | -10.0% | +13.7% | -23.7% | -12.6% |
| 3M | -0.5% | +8.0% | -8.6% | -2.4% |
| 6M | +12.6% | +13.3% | -0.7% | +9.1% |
| YTD | -6.4% | +11.8% | -18.3% | -9.5% |
| 1Y | -9.5% | +22.2% | -31.8% | -14.7% |
| 3Y | +41.7% | +32.5% | +9.2% | +27.7% |
| All | +11.2% | +159.2% | -148.1% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling