+356.3%
IGV vs AEM
+369.2%
-12.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.3% |
| 7D | -5.4% | -5.0% | -0.3% | -4.8% |
| 30D | -2.6% | +8.5% | -11.1% | -3.6% |
| 3M | +10.5% | +29.3% | -18.7% | +7.0% |
| 6M | +18.2% | -12.9% | +31.1% | +19.3% |
| YTD | -4.2% | +16.8% | -21.0% | -6.9% |
| 1Y | -9.8% | +29.8% | -39.7% | -13.6% |
| 3Y | +39.1% | +336.7% | -297.6% | +14.4% |
| 5Y | +21.2% | +299.9% | -278.7% | -0.8% |
| All | +356.3% | +369.2% | -12.9% | +271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling