+16.8%
IGV vs ALAB
+311.3%
-294.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.3% | -7.5% | +5.2% | -1.7% |
| 30D | -11.0% | -36.8% | +25.9% | -7.0% |
| 3M | -4.5% | -31.9% | +27.4% | -1.5% |
| 6M | +10.1% | +8.2% | +1.9% | +4.9% |
| YTD | -5.1% | +29.9% | -35.0% | -13.4% |
| 1Y | -10.2% | +24.4% | -34.7% | -18.2% |
| All | +16.8% | +311.3% | -294.5% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling