-5.3%
IGV vs AMRZ
-16.6%
+11.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.3% | -2.1% | +4.4% | +2.5% |
| 30D | -6.0% | +13.0% | -19.0% | -7.1% |
| 3M | -4.8% | -12.1% | +7.3% | -3.5% |
| 6M | +14.2% | -19.1% | +33.4% | +16.2% |
| YTD | -4.2% | -23.3% | +19.0% | -3.5% |
| 1Y | -5.3% | -16.6% | +11.3% | -7.0% |
| All | -5.3% | -16.6% | +11.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling