+42.8%
IGV vs ALM
+907.8%
-865.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +2.2% |
| 7D | -0.4% | +0.7% | -1.2% | -0.5% |
| 30D | -9.9% | -26.1% | +16.1% | -8.8% |
| 3M | -1.2% | -38.1% | +36.9% | +0.6% |
| 6M | +11.3% | -55.4% | +66.7% | +14.5% |
| YTD | -4.0% | -0.4% | -3.6% | -5.6% |
| 1Y | -7.3% | +25.4% | -32.7% | -10.0% |
| 3Y | +42.8% | +907.8% | -865.0% | +28.2% |
| All | +42.8% | +907.8% | -865.0% | +28.2% |
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