+663.1%
IGV vs ALM
+3,525.2%
-2,862.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.9% |
| 7D | -1.3% | -7.2% | +5.9% | -1.3% |
| 30D | -8.1% | -26.4% | +18.2% | -8.0% |
| 3M | -1.6% | -38.6% | +37.0% | -1.5% |
| 6M | +12.7% | -61.0% | +73.7% | +13.0% |
| YTD | -3.3% | -7.4% | +4.1% | -3.3% |
| 1Y | -7.9% | +14.0% | -21.9% | -8.0% |
| 3Y | +40.3% | +844.4% | -804.1% | +39.2% |
| 5Y | +17.3% | +410.8% | -393.5% | +16.4% |
| 10Y | +362.3% | +2,084.7% | -1,722.5% | +356.7% |
| All | +663.1% | +3,525.2% | -2,862.1% | +647.5% |
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