+41.1%
IGV vs AME
+55.3%
-14.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.3% | +2.8% | -6.1% | -4.3% |
| 30D | 0.0% | -6.3% | +6.2% | +2.2% |
| 3M | +7.3% | +5.4% | +2.0% | +4.8% |
| 6M | +16.7% | +7.4% | +9.3% | +12.0% |
| YTD | -2.8% | +16.2% | -19.0% | -11.1% |
| 1Y | -6.7% | +26.8% | -33.5% | -18.8% |
| 3Y | +41.1% | +57.5% | -16.4% | +4.2% |
| All | +41.1% | +55.3% | -14.1% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling