+356.3%
IGV vs ADM
+178.5%
+177.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.4% | +3.0% | -8.4% | -6.0% |
| 30D | -2.6% | +8.7% | -11.3% | -4.7% |
| 3M | +10.5% | +7.6% | +2.9% | +8.2% |
| 6M | +18.2% | +26.9% | -8.7% | +10.7% |
| YTD | -4.2% | +54.3% | -58.5% | -14.9% |
| 1Y | -9.8% | +45.7% | -55.5% | -18.9% |
| 3Y | +39.1% | +21.9% | +17.2% | +28.9% |
| 5Y | +21.2% | +67.2% | -45.9% | -3.6% |
| All | +356.3% | +178.5% | +177.8% | +178.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling