+23.1%
IGV vs AMCR
-12.3%
+35.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -2.9% | -6.3% | +3.4% | -1.0% |
| 30D | -1.5% | -7.8% | +6.3% | +0.9% |
| 3M | +11.7% | +7.5% | +4.1% | +8.8% |
| 6M | +18.4% | +2.7% | +15.7% | +16.5% |
| YTD | -3.9% | +6.0% | -10.0% | -7.7% |
| 1Y | -9.7% | +7.8% | -17.4% | -14.1% |
| 3Y | +38.4% | +5.8% | +32.6% | +27.2% |
| All | +23.1% | -12.3% | +35.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling