+37.6%
IGV vs ACM
-8.9%
+46.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -2.3% | +6.6% | -8.9% | -4.6% |
| 30D | -11.0% | +19.8% | -30.7% | -16.8% |
| 3M | -4.5% | -3.1% | -1.3% | -3.8% |
| 6M | +10.1% | -11.5% | +21.6% | +14.3% |
| YTD | -5.1% | -24.7% | +19.6% | +5.0% |
| 1Y | -10.2% | -45.1% | +34.8% | +15.7% |
| All | +37.6% | -8.9% | +46.5% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling