+37.7%
IGV vs ARM
+249.0%
-211.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.7% |
| 7D | -2.3% | -10.4% | +8.1% | -0.9% |
| 30D | -11.0% | -31.8% | +20.9% | -6.3% |
| 3M | -4.5% | -32.2% | +27.8% | -0.1% |
| 6M | +10.1% | -14.9% | +25.0% | +9.2% |
| YTD | -5.1% | +66.0% | -71.1% | -16.7% |
| 1Y | -10.2% | +17.2% | -27.4% | -16.7% |
| 3Y | +37.7% | +247.2% | -209.5% | +12.0% |
| All | +37.7% | +249.0% | -211.3% | +12.0% |
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 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