+21.2%
IGV vs ADI
+143.1%
-121.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.5% | +2.6% | -4.2% | -2.6% |
| 30D | -3.0% | -4.6% | +1.6% | -1.2% |
| 3M | +9.6% | -9.5% | +19.1% | +12.9% |
| 6M | +16.1% | +14.8% | +1.3% | +4.4% |
| YTD | -3.6% | +35.8% | -39.5% | -21.4% |
| 1Y | -7.8% | +48.9% | -56.8% | -28.8% |
| 3Y | +40.0% | +115.6% | -75.6% | -19.3% |
| 5Y | +21.2% | +135.1% | -113.9% | -36.1% |
| All | +21.2% | +143.1% | -121.9% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling