+357.1%
IGV vs ALM
+2,040.7%
-1,683.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.2% | +6.1% | -0.9% |
| 7D | -2.3% | -6.3% | +4.1% | -2.1% |
| 30D | -11.0% | -31.4% | +20.5% | -9.9% |
| 3M | -4.5% | -40.6% | +36.1% | -3.1% |
| 6M | +10.1% | -58.6% | +68.7% | +12.6% |
| YTD | -5.1% | -7.6% | +2.6% | -5.8% |
| 1Y | -10.2% | +13.8% | -24.1% | -11.6% |
| 3Y | +37.7% | +842.1% | -804.4% | +25.8% |
| 5Y | +15.7% | +407.4% | -391.7% | +6.3% |
| 10Y | +357.1% | +2,079.4% | -1,722.3% | +297.1% |
| All | +357.1% | +2,040.7% | -1,683.6% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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