+357.9%
IGV vs ALB
+78.9%
+279.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.4% |
| 7D | -3.3% | -4.4% | +1.1% | -2.4% |
| 30D | 0.0% | -1.2% | +1.1% | 0.0% |
| 3M | +7.3% | -13.3% | +20.7% | +10.0% |
| 6M | +16.7% | -19.8% | +36.5% | +20.2% |
| YTD | -2.8% | -7.9% | +5.1% | -4.0% |
| 1Y | -6.7% | +60.2% | -66.8% | -20.3% |
| 3Y | +41.1% | -26.4% | +67.6% | +36.3% |
| 5Y | +22.0% | -42.5% | +64.5% | +21.2% |
| 10Y | +357.9% | +83.0% | +274.9% | +192.3% |
| All | +357.9% | +78.9% | +279.0% | +192.3% |
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