+22.7%
IGV vs AS
+120.4%
-97.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -3.0% |
| 7D | -4.5% | -4.9% | +0.4% | -3.5% |
| 30D | +3.2% | -19.6% | +22.8% | +7.8% |
| 3M | +4.5% | -14.4% | +18.9% | +7.6% |
| 6M | +22.1% | -20.1% | +42.2% | +26.8% |
| YTD | -1.0% | -20.9% | +19.9% | +2.9% |
| 1Y | -2.1% | -21.9% | +19.8% | +1.7% |
| All | +22.7% | +120.4% | -97.7% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling