-7.5%
IGV vs ARM
+18.4%
-25.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +1.4% |
| 7D | -7.5% | -18.7% | +11.2% | -5.5% |
| 30D | -5.6% | -36.7% | +31.1% | -1.5% |
| 3M | +1.5% | -31.6% | +33.2% | +4.8% |
| 6M | +17.1% | -5.6% | +22.8% | +15.8% |
| YTD | -2.0% | +75.5% | -77.5% | -13.2% |
| 1Y | -7.5% | +19.3% | -26.8% | -4.6% |
| All | -7.5% | +18.4% | -25.9% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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