+518.2%
IGV vs ALLY
+98.1%
+420.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -5.2% | +0.9% | -6.1% | -5.5% |
| 30D | -10.0% | +3.1% | -13.1% | -10.9% |
| 3M | -0.5% | -12.6% | +12.0% | +3.4% |
| 6M | +12.6% | -12.4% | +25.1% | +16.7% |
| YTD | -6.4% | -13.2% | +6.7% | -3.1% |
| 1Y | -9.5% | +1.8% | -11.3% | -10.8% |
| 3Y | +41.7% | +58.0% | -16.3% | +19.6% |
| 5Y | +12.7% | -8.4% | +21.1% | +7.7% |
| 10Y | +354.1% | +195.3% | +158.8% | +186.8% |
| All | +518.2% | +98.1% | +420.1% | +336.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling