+140.5%
IGV vs ALC
+17.1%
+123.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.6% |
| 7D | -5.4% | -7.7% | +2.3% | -1.9% |
| 30D | -2.6% | -11.7% | +9.1% | +3.0% |
| 3M | +10.5% | +0.7% | +9.9% | +9.7% |
| 6M | +18.2% | -17.1% | +35.3% | +27.3% |
| YTD | -4.2% | -15.1% | +10.9% | +1.8% |
| 1Y | -9.8% | -14.1% | +4.3% | -5.1% |
| 3Y | +39.1% | -18.2% | +57.3% | +45.3% |
| 5Y | +21.2% | -19.2% | +40.4% | +25.2% |
| All | +140.5% | +17.1% | +123.4% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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