+1,072.4%
IGV vs AG
+284.3%
+788.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | -1.3% | -4.0% | +2.7% | -0.9% |
| 30D | -8.1% | -13.1% | +4.9% | -7.0% |
| 3M | -1.6% | -22.0% | +20.4% | +0.3% |
| 6M | +12.7% | -37.3% | +50.0% | +16.7% |
| YTD | -3.3% | -11.2% | +7.9% | -4.1% |
| 1Y | -7.9% | +23.9% | -31.9% | -11.6% |
| 3Y | +40.3% | +225.1% | -184.8% | +19.6% |
| 5Y | +17.3% | +7.7% | +9.6% | +7.6% |
| 10Y | +362.3% | +86.9% | +275.4% | +276.7% |
| All | +1,072.4% | +284.3% | +788.1% | +527.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling