+41.7%
IGV vs ARM
+223.5%
-181.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.9% | -0.8% |
| 7D | -5.2% | -15.2% | +10.0% | -3.1% |
| 30D | -10.0% | -40.7% | +30.7% | -3.5% |
| 3M | -0.5% | -39.1% | +38.5% | +5.5% |
| 6M | +12.6% | -26.4% | +39.0% | +13.9% |
| YTD | -6.4% | +59.7% | -66.2% | -17.5% |
| 1Y | -9.5% | +10.3% | -19.9% | -15.4% |
| 3Y | +41.7% | +228.9% | -187.2% | +14.2% |
| All | +41.7% | +223.5% | -181.8% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling