+938.6%
IGV vs AME
+6,132.9%
-5,194.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.1% |
| 7D | -5.4% | 0.0% | -5.4% | -5.4% |
| 30D | -2.6% | -8.6% | +6.0% | +2.3% |
| 3M | +10.5% | +5.8% | +4.7% | +6.4% |
| 6M | +18.2% | +3.8% | +14.3% | +13.8% |
| YTD | -4.2% | +14.4% | -18.7% | -13.4% |
| 1Y | -9.8% | +25.8% | -35.6% | -23.2% |
| 3Y | +39.1% | +55.2% | -16.1% | +3.5% |
| 5Y | +21.2% | +85.5% | -64.3% | -18.7% |
| 10Y | +361.5% | +424.0% | -62.5% | +61.4% |
| All | +938.6% | +6,132.9% | -5,194.3% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling