+1,063.6%
IGV vs AG
+312.9%
+750.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +2.2% |
| 7D | -0.4% | +10.8% | -11.3% | -1.4% |
| 30D | -9.9% | -8.2% | -1.8% | -9.3% |
| 3M | -1.2% | -13.7% | +12.5% | -0.2% |
| 6M | +11.3% | -27.3% | +38.6% | +13.6% |
| YTD | -4.0% | -4.6% | +0.6% | -5.4% |
| 1Y | -7.3% | +39.4% | -46.7% | -12.0% |
| 3Y | +42.8% | +244.1% | -201.3% | +21.0% |
| 5Y | +13.7% | +16.8% | -3.1% | +3.5% |
| 10Y | +354.8% | +71.7% | +283.1% | +273.3% |
| All | +1,063.6% | +312.9% | +750.7% | +518.9% |
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