+354.8%
IGV vs ALLY
+201.0%
+153.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.3% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -9.9% | +3.4% | -13.4% | -10.9% |
| 3M | -1.2% | -11.1% | +9.9% | +2.2% |
| 6M | +11.3% | -11.5% | +22.8% | +15.0% |
| YTD | -4.0% | -12.3% | +8.3% | -0.9% |
| 1Y | -7.3% | +1.1% | -8.4% | -8.4% |
| 3Y | +42.8% | +64.8% | -22.0% | +19.2% |
| 5Y | +13.7% | -6.9% | +20.5% | +8.0% |
| 10Y | +354.8% | +194.9% | +159.8% | +236.7% |
| All | +354.8% | +201.0% | +153.8% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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