+43.7%
IGV vs ACI
-41.5%
+85.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -4.5% | +0.2% | -4.7% | -4.5% |
| 30D | +3.2% | +5.9% | -2.7% | +3.1% |
| 3M | +4.5% | -19.8% | +24.3% | +4.0% |
| 6M | +22.1% | -24.7% | +46.9% | +21.4% |
| YTD | -1.0% | -24.4% | +23.3% | -1.7% |
| 1Y | -2.1% | -31.5% | +29.4% | -2.4% |
| All | +43.7% | -41.5% | +85.3% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling