+941.2%
IGV vs ACGL
+5,883.4%
-4,942.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | +2.5% | -1.2% | +3.7% | +2.9% |
| 30D | -8.6% | +12.8% | -21.4% | -12.7% |
| 3M | -1.6% | +12.3% | -13.9% | -6.0% |
| 6M | +13.4% | +15.8% | -2.4% | +6.7% |
| YTD | -4.0% | +13.9% | -17.9% | -9.7% |
| 1Y | -7.6% | +19.0% | -26.7% | -14.6% |
| 3Y | +39.3% | +33.7% | +5.6% | +20.4% |
| 5Y | +14.5% | +173.4% | -158.9% | -26.8% |
| 10Y | +358.7% | +324.9% | +33.9% | +130.6% |
| All | +941.2% | +5,883.4% | -4,942.2% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling