+914.8%
IGV vs ALB
+1,317.2%
-402.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -5.2% | +9.1% | -14.3% | -7.9% |
| 30D | -10.0% | -3.4% | -6.6% | -9.2% |
| 3M | -0.5% | -20.6% | +20.1% | +6.1% |
| 6M | +12.6% | -48.2% | +60.8% | +36.1% |
| YTD | -6.4% | -29.2% | +22.8% | -0.6% |
| 1Y | -9.5% | +10.0% | -19.5% | -17.6% |
| 3Y | +41.7% | -12.9% | +54.6% | +22.9% |
| 5Y | +12.7% | -61.3% | +73.9% | +23.5% |
| 10Y | +354.1% | +35.8% | +318.3% | +158.0% |
| All | +914.8% | +1,317.2% | -402.5% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling