-7.5%
IGV vs ALB
+4.7%
-12.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.4% | +0.4% |
| 7D | -7.5% | -2.1% | -5.4% | -7.3% |
| 30D | -5.6% | -9.0% | +3.4% | -5.0% |
| 3M | +1.5% | -21.1% | +22.7% | +3.1% |
| 6M | +17.1% | -49.9% | +67.0% | +22.7% |
| YTD | -2.0% | -32.3% | +30.3% | -2.0% |
| 1Y | -7.5% | +8.6% | -16.1% | -12.2% |
| All | -7.5% | +4.7% | -12.3% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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