-9.7%
IGV vs AME
+29.6%
-39.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -2.9% | +0.4% |
| 7D | -2.9% | +1.7% | -4.7% | -2.9% |
| 30D | -1.5% | -6.4% | +4.9% | -1.7% |
| 3M | +11.7% | +7.1% | +4.6% | +12.1% |
| 6M | +18.4% | +8.2% | +10.3% | +17.8% |
| YTD | -3.9% | +18.2% | -22.1% | -6.6% |
| 1Y | -9.7% | +26.7% | -36.4% | -11.7% |
| All | -9.7% | +29.6% | -39.3% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling