+22.0%
IGV vs AME
+85.0%
-63.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.3% | +2.8% | -6.1% | -4.8% |
| 30D | 0.0% | -6.3% | +6.2% | +3.5% |
| 3M | +7.3% | +5.4% | +2.0% | +3.5% |
| 6M | +16.7% | +7.4% | +9.3% | +9.8% |
| YTD | -2.8% | +16.2% | -19.0% | -14.0% |
| 1Y | -6.7% | +26.8% | -33.5% | -22.6% |
| 3Y | +41.1% | +57.5% | -16.4% | -3.8% |
| 5Y | +22.0% | +84.8% | -62.9% | -29.5% |
| All | +22.0% | +85.0% | -63.0% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling