+949.2%
IGV vs ADM
+865.7%
+83.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -8.1% | -11.8% | +3.7% | -4.7% |
| 3M | -1.6% | -11.3% | +9.7% | +1.5% |
| 6M | +12.7% | -10.0% | +22.8% | +15.4% |
| YTD | -3.3% | +25.9% | -29.2% | -11.6% |
| 1Y | -7.9% | +26.7% | -34.6% | -16.1% |
| 3Y | +40.3% | +8.1% | +32.2% | +29.4% |
| 5Y | +17.3% | +23.5% | -6.2% | +0.9% |
| 10Y | +362.3% | +128.2% | +234.1% | +209.4% |
| All | +949.2% | +865.7% | +83.5% | +242.0% |
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