+1,445.6%
IGV vs AGG
+97.4%
+1,348.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | -3.0% | -0.2% | -2.8% | -3.0% |
| 3M | +9.6% | -0.7% | +10.3% | +9.6% |
| 6M | +16.1% | -1.8% | +17.9% | +16.1% |
| YTD | -3.6% | -0.6% | -3.1% | -3.6% |
| 1Y | -7.8% | +0.4% | -8.2% | -7.8% |
| 3Y | +40.0% | +13.2% | +26.8% | +40.2% |
| 5Y | +21.2% | -2.0% | +23.2% | +15.7% |
| 10Y | +364.4% | +15.1% | +349.3% | +384.1% |
| All | +1,445.6% | +97.4% | +1,348.2% | +1,990.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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