+357.9%
IGV vs AR
+45.1%
+312.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | -3.3% | -1.8% | -1.5% | -3.2% |
| 30D | 0.0% | +12.6% | -12.6% | -1.1% |
| 3M | +7.3% | +10.0% | -2.7% | +6.3% |
| 6M | +16.7% | +0.6% | +16.1% | +16.3% |
| YTD | -2.8% | +13.4% | -16.3% | -4.3% |
| 1Y | -6.7% | +21.7% | -28.4% | -8.8% |
| 3Y | +41.1% | +45.8% | -4.7% | +34.8% |
| 5Y | +22.0% | +144.3% | -122.3% | +11.4% |
| 10Y | +357.9% | +41.8% | +316.1% | +343.1% |
| All | +357.9% | +45.1% | +312.8% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling