+363.6%
IGV vs AME
+444.5%
-80.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +2.3% | +5.9% | -3.5% | -0.8% |
| 30D | -6.0% | -1.9% | -4.1% | -5.3% |
| 3M | -4.8% | -5.4% | +0.6% | -2.5% |
| 6M | +14.2% | +4.9% | +9.3% | +9.8% |
| YTD | -4.2% | +18.5% | -22.7% | -15.5% |
| 1Y | -5.3% | +25.5% | -30.7% | -19.4% |
| 3Y | +38.8% | +63.0% | -24.2% | -1.1% |
| 5Y | +14.2% | +78.3% | -64.1% | -23.3% |
| All | +363.6% | +444.5% | -80.9% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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