+938.5%
IGV vs ADI
+1,517.5%
-579.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +1.1% |
| 7D | +2.3% | +9.5% | -7.1% | -2.2% |
| 30D | -6.0% | -1.4% | -4.6% | -6.0% |
| 3M | -4.8% | +4.7% | -9.5% | -8.0% |
| 6M | +14.2% | -7.4% | +21.7% | +14.8% |
| YTD | -4.2% | +48.1% | -52.3% | -25.3% |
| 1Y | -5.3% | +69.6% | -74.9% | -31.1% |
| 3Y | +38.8% | +144.4% | -105.6% | -20.1% |
| 5Y | +14.2% | +134.1% | -119.9% | -33.2% |
| 10Y | +357.6% | +632.8% | -275.2% | +42.6% |
| All | +938.5% | +1,517.5% | -579.0% | +69.3% |
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 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