-7.5%
IGV vs ADM
+29.8%
-37.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.9% |
| 7D | -7.5% | -8.3% | +0.8% | -8.4% |
| 30D | -5.6% | -14.1% | +8.5% | -7.3% |
| 3M | +1.5% | -10.7% | +12.3% | +0.1% |
| 6M | +17.1% | -5.9% | +23.0% | +16.0% |
| YTD | -2.0% | +25.8% | -27.8% | +2.3% |
| 1Y | -7.5% | +21.3% | -28.8% | -4.0% |
| All | -7.5% | +29.8% | -37.4% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling