+929.7%
IGV vs ADM
+843.6%
+86.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -2.3% | -1.8% | -0.4% | -1.7% |
| 30D | -11.0% | -13.3% | +2.3% | -7.2% |
| 3M | -4.5% | -13.4% | +8.9% | -0.7% |
| 6M | +10.1% | -9.6% | +19.7% | +12.4% |
| YTD | -5.1% | +23.0% | -28.1% | -12.6% |
| 1Y | -10.2% | +27.4% | -37.6% | -18.4% |
| 3Y | +37.7% | +5.7% | +32.1% | +27.8% |
| 5Y | +15.7% | +22.1% | -6.4% | -0.2% |
| 10Y | +357.1% | +106.0% | +251.1% | +216.1% |
| All | +929.7% | +843.6% | +86.1% | +238.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling