+366.5%
IGV vs AMT
+95.0%
+271.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -1.9% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | +3.2% | +4.6% | -1.4% | +1.6% |
| 3M | +4.5% | -8.4% | +13.0% | +7.4% |
| 6M | +22.1% | -6.0% | +28.1% | +23.9% |
| YTD | -1.0% | +2.1% | -3.2% | -3.1% |
| 1Y | -2.1% | -6.4% | +4.3% | -1.3% |
| 3Y | +44.6% | +8.1% | +36.5% | +30.0% |
| 5Y | +22.2% | -31.9% | +54.1% | +35.3% |
| All | +366.5% | +95.0% | +271.4% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling