+364.4%
IGV vs ACM
+124.8%
+239.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.4% |
| 7D | -1.5% | -3.7% | +2.1% | -0.1% |
| 30D | -3.0% | -12.7% | +9.6% | +1.6% |
| 3M | +9.6% | -9.8% | +19.4% | +13.0% |
| 6M | +16.1% | -31.4% | +47.5% | +32.6% |
| YTD | -3.6% | -32.1% | +28.5% | +9.8% |
| 1Y | -7.8% | -47.8% | +40.0% | +16.0% |
| 3Y | +40.0% | -22.1% | +62.1% | +49.4% |
| 5Y | +21.2% | +1.8% | +19.4% | +17.4% |
| 10Y | +364.4% | +132.5% | +231.9% | +240.4% |
| All | +364.4% | +124.8% | +239.7% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling