-7.5%
IGV vs ALAB
+23.1%
-30.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.2% |
| 7D | -7.5% | -24.9% | +17.4% | -5.6% |
| 30D | -5.6% | -38.4% | +32.8% | -2.6% |
| 3M | +1.5% | -38.3% | +39.8% | +4.5% |
| 6M | +17.1% | +10.9% | +6.2% | +12.2% |
| YTD | -2.0% | +34.2% | -36.2% | -10.0% |
| 1Y | -7.5% | +24.5% | -32.0% | -15.1% |
| All | -7.5% | +23.1% | -30.6% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling