-5.3%
IGV vs ADM
+29.6%
-34.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | 0.0% |
| 7D | +2.3% | +4.2% | -1.9% | +2.8% |
| 30D | -6.0% | -12.8% | +6.8% | -7.5% |
| 3M | -4.8% | -8.5% | +3.7% | -5.8% |
| 6M | +14.2% | -10.9% | +25.1% | +12.5% |
| YTD | -4.2% | +29.4% | -33.7% | +0.2% |
| 1Y | -5.3% | +27.5% | -32.8% | -1.2% |
| All | -5.3% | +29.6% | -34.9% | -1.2% |
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