+22.0%
IGV vs AIG
+52.4%
-30.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | -3.0% | -3.3% | +0.3% | -2.0% |
| 3M | +9.6% | +2.2% | +7.4% | +8.6% |
| 6M | +16.1% | -2.1% | +18.2% | +16.4% |
| YTD | -3.6% | -11.2% | +7.6% | -0.4% |
| 1Y | -7.8% | -2.1% | -5.7% | -8.6% |
| 3Y | +40.0% | +34.4% | +5.6% | +21.1% |
| All | +22.0% | +52.4% | -30.4% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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