+1,099.3%
IGV vs AG
+445.6%
+653.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.3% | -2.0% |
| 7D | -4.5% | +1.0% | -5.5% | -4.6% |
| 30D | +3.2% | +19.2% | -16.0% | +1.5% |
| 3M | +4.5% | +6.2% | -1.6% | +3.5% |
| 6M | +22.1% | -26.7% | +48.8% | +24.3% |
| YTD | -1.0% | +26.1% | -27.2% | -4.7% |
| 1Y | -2.1% | +131.7% | -133.8% | -11.4% |
| 3Y | +44.6% | +255.3% | -210.8% | +22.1% |
| 5Y | +22.2% | +61.9% | -39.8% | +8.2% |
| 10Y | +364.7% | +72.0% | +292.7% | +280.9% |
| All | +1,099.3% | +445.6% | +653.6% | +523.4% |
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