+41.1%
IGV vs ALM
+2,327.9%
-2,286.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.8% | -10.6% | -2.2% |
| 7D | -3.3% | +8.4% | -11.7% | -3.6% |
| 30D | 0.0% | +34.8% | -34.9% | -1.3% |
| 3M | +7.3% | +16.2% | -8.9% | +6.3% |
| 6M | +16.7% | +2.1% | +14.6% | +15.6% |
| YTD | -2.8% | +117.0% | -119.9% | -6.8% |
| 1Y | -6.7% | +313.9% | -320.5% | -12.9% |
| 3Y | +41.1% | +2,327.9% | -2,286.8% | +26.1% |
| All | +41.1% | +2,327.9% | -2,286.8% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling