+751.1%
IGV vs AMCR
+91.3%
+659.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | -1.5% | -6.3% | +4.7% | -0.1% |
| 30D | -3.0% | -7.1% | +4.1% | -1.4% |
| 3M | +9.6% | +12.7% | -3.1% | +6.4% |
| 6M | +16.1% | +5.2% | +11.0% | +14.0% |
| YTD | -3.6% | +8.1% | -11.7% | -6.5% |
| 1Y | -7.8% | +10.0% | -17.9% | -11.2% |
| 3Y | +40.0% | +6.6% | +33.4% | +34.4% |
| 5Y | +21.2% | -11.4% | +32.6% | +22.2% |
| 10Y | +364.4% | +13.3% | +351.1% | +324.5% |
| All | +751.1% | +91.3% | +659.8% | +670.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling