+1,052.1%
IGV vs ACM
+230.8%
+821.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | -4.5% | -3.7% | -0.8% | -3.1% |
| 30D | +3.2% | -11.1% | +14.3% | +7.3% |
| 3M | +4.5% | -8.0% | +12.5% | +7.0% |
| 6M | +22.1% | -29.7% | +51.8% | +37.4% |
| YTD | -1.0% | -29.4% | +28.3% | +10.6% |
| 1Y | -2.1% | -46.4% | +44.3% | +20.8% |
| 3Y | +44.6% | -22.3% | +66.9% | +54.3% |
| 5Y | +22.2% | +4.5% | +17.7% | +16.9% |
| 10Y | +364.7% | +127.6% | +237.1% | +211.5% |
| All | +1,052.1% | +230.8% | +821.3% | +476.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling