+41.1%
IGV vs ADM
+18.5%
+22.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -3.3% | -0.1% | -3.3% | -3.3% |
| 30D | 0.0% | +11.0% | -11.1% | -0.1% |
| 3M | +7.3% | +6.0% | +1.3% | +7.2% |
| 6M | +16.7% | +26.9% | -10.2% | +16.3% |
| YTD | -2.8% | +50.0% | -52.9% | -3.5% |
| 1Y | -6.7% | +39.6% | -46.3% | -7.1% |
| 3Y | +41.1% | +18.5% | +22.6% | +39.2% |
| All | +41.1% | +18.5% | +22.6% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling