+973.2%
IGV vs AEM
+3,162.0%
-2,188.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -2.1% |
| 7D | -4.5% | -0.5% | -4.0% | -4.5% |
| 30D | +3.2% | +24.0% | -20.8% | +1.6% |
| 3M | +4.5% | +16.1% | -11.6% | +3.2% |
| 6M | +22.1% | -11.6% | +33.7% | +22.7% |
| YTD | -1.0% | +21.5% | -22.6% | -2.9% |
| 1Y | -2.1% | +39.2% | -41.3% | -5.0% |
| 3Y | +44.6% | +347.4% | -302.9% | +28.8% |
| 5Y | +22.2% | +290.1% | -268.0% | +9.0% |
| 10Y | +364.7% | +357.8% | +6.9% | +304.6% |
| All | +973.2% | +3,162.0% | -2,188.8% | +1,097.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling