-7.5%
IGV vs AR
+14.7%
-22.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.1% | +1.1% |
| 7D | -7.5% | -11.1% | +3.7% | -7.0% |
| 30D | -5.6% | +7.9% | -13.5% | -6.0% |
| 3M | +1.5% | +4.9% | -3.3% | +1.1% |
| 6M | +17.1% | -5.3% | +22.4% | +17.6% |
| YTD | -2.0% | +8.6% | -10.6% | -3.5% |
| 1Y | -7.5% | +13.7% | -21.2% | -10.0% |
| All | -7.5% | +14.7% | -22.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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