+1,197.5%
IGV vs AMP
+2,108.3%
-910.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -3.3% | +2.6% | -5.9% | -4.3% |
| 30D | 0.0% | +0.8% | -0.9% | -0.4% |
| 3M | +7.3% | +24.3% | -16.9% | -1.3% |
| 6M | +16.7% | +20.6% | -3.8% | +8.3% |
| YTD | -2.8% | +14.6% | -17.5% | -8.4% |
| 1Y | -6.7% | +14.5% | -21.2% | -12.2% |
| 3Y | +41.1% | +67.9% | -26.8% | +14.3% |
| 5Y | +22.0% | +122.5% | -100.5% | -11.5% |
| 10Y | +357.9% | +573.3% | -215.4% | +104.9% |
| All | +1,197.5% | +2,108.3% | -910.8% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling