+87.1%
IGV vs ACI
+25.9%
+61.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.8% |
| 3M | +4.5% | -19.8% | +24.3% | +5.5% |
| 6M | +22.1% | -24.7% | +46.9% | +23.7% |
| YTD | -1.0% | -24.4% | +23.3% | +0.1% |
| 1Y | -2.1% | -31.5% | +29.4% | -0.4% |
| 3Y | +44.6% | -38.7% | +83.3% | +47.8% |
| 5Y | +22.2% | -42.8% | +65.0% | +24.1% |
| All | +87.1% | +25.9% | +61.3% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling