+553.7%
IGV vs ALLY
+124.8%
+428.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -4.5% | +3.7% | -8.2% | -5.5% |
| 30D | +3.2% | -2.3% | +5.5% | +3.9% |
| 3M | +4.5% | +3.8% | +0.7% | +3.2% |
| 6M | +22.1% | +9.7% | +12.4% | +18.1% |
| YTD | -1.0% | -1.4% | +0.4% | -1.2% |
| 1Y | -2.1% | +8.2% | -10.3% | -5.3% |
| 3Y | +44.6% | +66.5% | -21.9% | +19.9% |
| 5Y | +22.2% | +1.2% | +21.0% | +13.0% |
| 10Y | +364.7% | +191.4% | +173.3% | +195.6% |
| All | +553.7% | +124.8% | +428.9% | +344.5% |
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