-7.5%
IGV vs AG
+29.4%
-36.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.1% | -8.3% | -0.1% |
| 7D | -7.5% | -2.6% | -4.9% | -7.3% |
| 30D | -5.6% | -12.1% | +6.5% | -4.5% |
| 3M | +1.5% | -6.6% | +8.1% | +1.7% |
| 6M | +17.1% | -20.5% | +37.6% | +18.3% |
| YTD | -2.0% | -7.4% | +5.4% | -5.7% |
| 1Y | -7.5% | +33.4% | -40.9% | -15.5% |
| All | -7.5% | +29.4% | -36.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling