-2.1%
IGV vs ARM
+92.2%
-94.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.7% |
| 7D | -4.5% | +5.5% | -10.0% | -5.1% |
| 30D | +3.2% | -8.2% | +11.4% | +4.0% |
| 3M | +4.5% | -35.9% | +40.5% | +9.0% |
| 6M | +22.1% | +103.1% | -81.0% | +6.0% |
| YTD | -1.0% | +130.6% | -131.7% | -16.3% |
| 1Y | -2.1% | +86.1% | -88.2% | -10.0% |
| All | -2.1% | +92.2% | -94.3% | -10.0% |
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