+364.8%
IGV vs ALM
+1,942.8%
-1,578.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.5% |
| 7D | +2.5% | -4.0% | +6.5% | +2.6% |
| 30D | -8.6% | -30.5% | +21.9% | -7.5% |
| 3M | -1.6% | -46.9% | +45.3% | +0.2% |
| 6M | +13.4% | -65.5% | +79.0% | +16.7% |
| YTD | -4.0% | -13.4% | +9.4% | -4.5% |
| 1Y | -7.6% | +9.8% | -17.4% | -8.9% |
| 3Y | +39.3% | +783.1% | -743.8% | +27.5% |
| 5Y | +14.5% | +378.3% | -363.8% | +5.4% |
| All | +364.8% | +1,942.8% | -1,578.1% | +304.8% |
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