+612.6%
IGV vs AR
-27.2%
+639.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | -4.5% | +2.5% | -7.0% | -4.7% |
| 30D | +3.2% | +14.8% | -11.6% | +1.9% |
| 3M | +4.5% | +6.2% | -1.7% | +3.8% |
| 6M | +22.1% | +4.3% | +17.8% | +21.3% |
| YTD | -1.0% | +14.4% | -15.4% | -2.6% |
| 1Y | -2.1% | +21.3% | -23.4% | -4.3% |
| 3Y | +44.6% | +39.8% | +4.8% | +38.4% |
| 5Y | +22.2% | +142.1% | -119.9% | +11.0% |
| 10Y | +364.7% | +52.0% | +312.7% | +320.5% |
| All | +612.6% | -27.2% | +639.8% | +592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling