+16.2%
IGV vs AS
+133.7%
-117.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.9% |
| 7D | -8.3% | +7.1% | -15.4% | -9.6% |
| 30D | -10.9% | +12.8% | -23.8% | -13.2% |
| 3M | -2.3% | -14.7% | +12.5% | +0.7% |
| 6M | +12.2% | -9.9% | +22.1% | +13.9% |
| YTD | -6.3% | -16.1% | +9.8% | -3.9% |
| 1Y | -11.4% | +0.2% | -11.5% | -12.7% |
| All | +16.2% | +133.7% | -117.6% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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