+973.2%
IGV vs ADI
+1,372.3%
-399.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -3.0% |
| 7D | -4.5% | +0.4% | -4.9% | -4.7% |
| 30D | +3.2% | -3.8% | +7.0% | +5.0% |
| 3M | +4.5% | -15.3% | +19.8% | +11.7% |
| 6M | +22.1% | +6.7% | +15.4% | +14.1% |
| YTD | -1.0% | +34.8% | -35.8% | -18.3% |
| 1Y | -2.1% | +49.0% | -51.1% | -23.6% |
| 3Y | +44.6% | +108.1% | -63.5% | -8.9% |
| 5Y | +22.2% | +142.4% | -120.3% | -29.3% |
| 10Y | +364.7% | +589.9% | -225.2% | +50.6% |
| All | +973.2% | +1,372.3% | -399.1% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling