+357.9%
IGV vs AMC
-98.9%
+456.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.7% |
| 7D | -3.3% | -0.8% | -2.5% | -3.3% |
| 30D | 0.0% | -1.2% | +1.1% | 0.0% |
| 3M | +7.3% | +42.2% | -34.9% | +5.9% |
| 6M | +16.7% | +118.8% | -102.1% | +13.6% |
| YTD | -2.8% | +64.1% | -67.0% | -4.8% |
| 1Y | -6.7% | -9.5% | +2.9% | -7.2% |
| 3Y | +41.1% | -64.3% | +105.5% | +41.2% |
| 5Y | +22.0% | -99.5% | +121.5% | +29.2% |
| 10Y | +357.9% | -98.9% | +456.9% | +373.4% |
| All | +357.9% | -98.9% | +456.9% | +373.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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