+363.6%
IGV vs ALB
+32.4%
+331.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +2.3% | -5.8% | +8.1% | +3.7% |
| 30D | -6.0% | -4.5% | -1.5% | -5.2% |
| 3M | -4.8% | -28.1% | +23.3% | +1.8% |
| 6M | +14.2% | -53.2% | +67.4% | +33.4% |
| YTD | -4.2% | -33.3% | +29.1% | +1.2% |
| 1Y | -5.3% | -17.4% | +12.2% | -5.1% |
| 3Y | +38.8% | -14.1% | +52.9% | +26.0% |
| 5Y | +14.2% | -64.0% | +78.2% | +26.3% |
| All | +363.6% | +32.4% | +331.2% | +212.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling