+41.5%
IGV vs ARM
+232.1%
-190.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +1.7% |
| 7D | -0.4% | -5.3% | +4.9% | +0.2% |
| 30D | -9.9% | -30.0% | +20.1% | -5.6% |
| 3M | -1.2% | -34.1% | +32.9% | +3.7% |
| 6M | +11.3% | -12.6% | +24.0% | +9.9% |
| YTD | -4.0% | +70.4% | -74.4% | -16.2% |
| 1Y | -7.3% | +22.3% | -29.6% | -14.7% |
| 3Y | +42.8% | +261.2% | -218.4% | +8.3% |
| All | +41.5% | +232.1% | -190.6% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling