+14.8%
IGV vs ADI
+133.0%
-118.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.9% |
| 7D | +2.3% | +9.5% | -7.1% | -1.6% |
| 30D | -6.0% | -1.4% | -4.6% | -5.9% |
| 3M | -4.8% | +4.7% | -9.5% | -7.5% |
| 6M | +14.2% | -7.4% | +21.7% | +15.1% |
| YTD | -4.2% | +48.1% | -52.3% | -25.4% |
| 1Y | -5.3% | +69.6% | -74.9% | -31.5% |
| 3Y | +38.8% | +144.4% | -105.6% | -25.8% |
| All | +14.8% | +133.0% | -118.1% | -38.3% |
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