+21.2%
IGV vs AGI
+389.6%
-368.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.1% |
| 7D | -5.4% | -5.3% | -0.1% | -4.6% |
| 30D | -2.6% | +6.8% | -9.4% | -3.6% |
| 3M | +10.5% | +8.3% | +2.2% | +8.8% |
| 6M | +18.2% | -29.2% | +47.4% | +23.2% |
| YTD | -4.2% | -7.3% | +3.0% | -4.8% |
| 1Y | -9.8% | +8.0% | -17.9% | -12.8% |
| 3Y | +39.1% | +206.6% | -167.4% | +11.0% |
| 5Y | +21.2% | +398.1% | -376.9% | -11.0% |
| All | +21.2% | +389.6% | -368.4% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling