+14.8%
IGV vs ALLY
-10.0%
+24.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +2.3% | +0.4% | +2.0% | +2.2% |
| 30D | -6.0% | +5.2% | -11.2% | -7.8% |
| 3M | -4.8% | -13.3% | +8.5% | 0.0% |
| 6M | +14.2% | -6.7% | +20.9% | +16.6% |
| YTD | -4.2% | -12.8% | +8.6% | -0.4% |
| 1Y | -5.3% | +0.7% | -6.0% | -6.6% |
| 3Y | +38.8% | +65.2% | -26.4% | +9.2% |
| All | +14.8% | -10.0% | +24.8% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling