+21.2%
IGV vs AMP
+118.7%
-97.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -5.4% | -2.0% | -3.3% | -4.3% |
| 30D | -2.6% | -1.7% | -0.9% | -1.7% |
| 3M | +10.5% | +23.2% | -12.7% | -1.9% |
| 6M | +18.2% | +22.2% | -4.0% | +5.1% |
| YTD | -4.2% | +14.0% | -18.2% | -12.1% |
| 1Y | -9.8% | +14.0% | -23.8% | -17.5% |
| 3Y | +39.1% | +67.0% | -27.9% | -1.3% |
| 5Y | +21.2% | +123.2% | -102.0% | -29.9% |
| All | +21.2% | +118.7% | -97.5% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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