+17.3%
IGV vs ACI
-41.8%
+59.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | -1.3% | -5.3% | +4.0% | -0.9% |
| 30D | -8.1% | +5.0% | -13.2% | -8.5% |
| 3M | -1.6% | +7.5% | -9.1% | -2.3% |
| 6M | +12.7% | -16.0% | +28.8% | +13.6% |
| YTD | -3.3% | -20.6% | +17.4% | -2.4% |
| 1Y | -7.9% | -23.5% | +15.6% | -6.7% |
| 3Y | +40.3% | -32.1% | +72.5% | +43.0% |
| 5Y | +17.3% | -42.5% | +59.8% | +18.2% |
| All | +17.3% | -41.8% | +59.1% | +18.2% |
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