+929.7%
IGV vs ALB
+1,255.6%
-325.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.2% |
| 7D | -2.3% | +5.3% | -7.5% | -4.0% |
| 30D | -11.0% | -6.3% | -4.7% | -9.3% |
| 3M | -4.5% | -27.4% | +22.9% | +4.8% |
| 6M | +10.1% | -53.1% | +63.2% | +37.3% |
| YTD | -5.1% | -32.3% | +27.3% | +2.2% |
| 1Y | -10.2% | -7.3% | -2.9% | -13.5% |
| 3Y | +37.7% | -14.9% | +52.7% | +20.2% |
| 5Y | +15.7% | -62.0% | +77.7% | +27.3% |
| 10Y | +357.1% | +33.0% | +324.1% | +160.8% |
| All | +929.7% | +1,255.6% | -325.9% | +45.2% |
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 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