-9.2%
IGV vs ARM
+17.6%
-26.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +1.9% |
| 7D | -0.4% | -5.3% | +4.9% | 0.0% |
| 30D | -9.9% | -30.0% | +20.1% | -6.9% |
| 3M | -1.2% | -34.1% | +32.9% | +2.3% |
| 6M | +11.3% | -12.6% | +24.0% | +11.6% |
| YTD | -4.0% | +70.4% | -74.4% | -14.6% |
| All | -9.2% | +17.6% | -26.8% | -7.0% |
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