+41.4%
IGV vs ARM
+256.1%
-214.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | +2.5% | +19.8% | -17.4% | -0.3% |
| 30D | -8.6% | -21.8% | +13.2% | -5.7% |
| 3M | -1.6% | -26.5% | +24.9% | +1.7% |
| 6M | +13.4% | -3.9% | +17.4% | +10.4% |
| YTD | -4.0% | +82.8% | -86.8% | -17.1% |
| 1Y | -7.6% | +34.3% | -41.9% | -16.2% |
| 3Y | +39.3% | +282.2% | -242.9% | +4.8% |
| All | +41.4% | +256.1% | -214.7% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling