+38.9%
IGV vs ADI
+113.1%
-74.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.5% | +2.6% | -4.2% | -2.2% |
| 30D | -3.0% | -4.6% | +1.6% | -1.8% |
| 3M | +9.6% | -9.5% | +19.1% | +11.7% |
| 6M | +16.1% | +14.8% | +1.3% | +7.5% |
| YTD | -3.6% | +35.8% | -39.5% | -17.0% |
| 1Y | -7.8% | +48.9% | -56.8% | -23.7% |
| All | +38.9% | +113.1% | -74.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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