+914.8%
IGV vs AMT
+1,378.4%
-463.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.5% |
| 7D | -5.2% | +0.5% | -5.7% | -5.3% |
| 30D | -10.0% | +13.6% | -23.6% | -13.0% |
| 3M | -0.5% | +11.5% | -12.0% | -3.5% |
| 6M | +12.6% | +6.9% | +5.7% | +10.1% |
| YTD | -6.4% | +10.8% | -17.3% | -9.8% |
| 1Y | -9.5% | +10.3% | -19.8% | -12.7% |
| 3Y | +41.7% | +12.4% | +29.3% | +33.0% |
| 5Y | +12.7% | -20.1% | +32.7% | +14.7% |
| 10Y | +354.1% | +116.8% | +237.2% | +261.8% |
| All | +914.8% | +1,378.4% | -463.6% | +440.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling