+38.8%
IGV vs ARM
+265.0%
-226.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | +0.4% |
| 7D | +2.3% | +9.1% | -6.8% | +1.0% |
| 30D | -6.0% | -19.9% | +13.9% | -3.4% |
| 3M | -4.8% | -31.6% | +26.8% | -0.7% |
| 6M | +14.2% | -13.9% | +28.1% | +13.0% |
| YTD | -4.2% | +74.3% | -78.5% | -16.6% |
| 1Y | -5.3% | +35.8% | -41.1% | -14.2% |
| 3Y | +38.8% | +268.6% | -229.8% | +11.8% |
| All | +38.8% | +265.0% | -226.2% | +11.8% |
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