+44.0%
IGV vs ALB
-29.2%
+73.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.6% |
| 7D | -4.5% | -8.1% | +3.6% | -3.5% |
| 30D | +3.2% | +6.3% | -3.0% | +2.2% |
| 3M | +4.5% | -23.6% | +28.1% | +8.0% |
| 6M | +22.1% | -24.6% | +46.7% | +25.3% |
| YTD | -1.0% | -10.3% | +9.2% | -1.5% |
| 1Y | -2.1% | +61.5% | -63.6% | -11.7% |
| All | +44.0% | -29.2% | +73.2% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling