+22.0%
IGV vs ACI
-44.9%
+66.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.4% | -1.6% |
| 7D | -3.3% | -2.6% | -0.7% | -3.1% |
| 30D | 0.0% | +1.1% | -1.1% | -0.1% |
| 3M | +7.3% | -23.6% | +31.0% | +8.9% |
| 6M | +16.7% | -29.9% | +46.7% | +19.0% |
| YTD | -2.8% | -26.9% | +24.0% | -1.4% |
| 1Y | -6.7% | -34.2% | +27.6% | -4.4% |
| 3Y | +41.1% | -43.6% | +84.7% | +46.4% |
| 5Y | +22.0% | -42.4% | +64.4% | +22.6% |
| All | +22.0% | -44.9% | +66.9% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling