+38.8%
IGV vs AR
+48.6%
-9.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +2.3% | +7.4% | -5.0% | +1.2% |
| 30D | -6.0% | +5.8% | -11.8% | -6.9% |
| 3M | -4.8% | +5.2% | -10.0% | -5.8% |
| 6M | +14.2% | +5.4% | +8.8% | +12.7% |
| YTD | -4.2% | +12.4% | -16.7% | -7.3% |
| 1Y | -5.3% | +12.8% | -18.1% | -8.5% |
| 3Y | +38.8% | +47.2% | -8.4% | +35.1% |
| All | +38.8% | +48.6% | -9.8% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling