+43.1%
IGV vs ACHR
-42.6%
+85.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.1% |
| 7D | -3.3% | +4.9% | -8.2% | -4.0% |
| 30D | 0.0% | +4.3% | -4.3% | -0.9% |
| 3M | +7.3% | +1.7% | +5.6% | +6.1% |
| 6M | +16.7% | -6.9% | +23.6% | +16.4% |
| YTD | -2.8% | -22.5% | +19.6% | -1.3% |
| 1Y | -6.7% | -31.5% | +24.8% | -4.6% |
| 3Y | +41.1% | -14.4% | +55.5% | +29.5% |
| 5Y | +22.0% | -41.6% | +63.6% | +2.2% |
| All | +43.1% | -42.6% | +85.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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