+680.6%
IGV vs ALM
+7,705.7%
-7,025.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -4.5% | -2.6% | -1.9% | -4.5% |
| 30D | +3.2% | +32.0% | -28.8% | +3.1% |
| 3M | +4.5% | -15.0% | +19.6% | +4.5% |
| 6M | +22.1% | -10.1% | +32.2% | +22.1% |
| YTD | -1.0% | +99.4% | -100.5% | -1.3% |
| 1Y | -2.1% | +316.4% | -318.5% | -2.6% |
| 3Y | +44.6% | +2,022.0% | -1,977.4% | +43.0% |
| 5Y | +22.2% | +941.2% | -919.0% | +20.9% |
| 10Y | +364.7% | +2,950.3% | -2,585.6% | +358.3% |
| All | +680.6% | +7,705.7% | -7,025.2% | +662.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling