+573.9%
IGV vs AR
-33.4%
+607.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -5.2% | -14.3% | +9.1% | -3.9% |
| 30D | -10.0% | +1.4% | -11.4% | -10.2% |
| 3M | -0.5% | +3.4% | -3.9% | -1.0% |
| 6M | +12.6% | -2.1% | +14.7% | +12.5% |
| YTD | -6.4% | +4.7% | -11.1% | -7.3% |
| 1Y | -9.5% | +10.6% | -20.1% | -10.9% |
| 3Y | +41.7% | +24.6% | +17.1% | +36.9% |
| 5Y | +12.7% | +71.9% | -59.2% | +4.9% |
| 10Y | +354.1% | +46.4% | +307.7% | +311.8% |
| All | +573.9% | -33.4% | +607.2% | +559.2% |
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