+356.3%
IGV vs ALM
+2,776.7%
-2,420.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -0.3% |
| 7D | -5.4% | -7.1% | +1.7% | -5.2% |
| 30D | -2.6% | +24.7% | -27.3% | -3.4% |
| 3M | +10.5% | +8.3% | +2.2% | +9.9% |
| 6M | +18.2% | -22.2% | +40.3% | +18.3% |
| YTD | -4.2% | +88.1% | -92.3% | -6.9% |
| 1Y | -9.8% | +272.4% | -282.2% | -14.4% |
| 3Y | +39.1% | +2,004.1% | -1,965.0% | +23.8% |
| 5Y | +21.2% | +915.8% | -894.6% | +9.1% |
| All | +356.3% | +2,776.7% | -2,420.4% | +291.0% |
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