+136.6%
IGV vs ASTS
+274.8%
-138.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.7% | -6.8% | +1.2% |
| 7D | -1.3% | +2.8% | -4.1% | -1.7% |
| 30D | -8.1% | -28.8% | +20.7% | -6.0% |
| 3M | -1.6% | -48.9% | +47.2% | +2.9% |
| 6M | +12.7% | -55.6% | +68.4% | +17.5% |
| YTD | -3.3% | -49.6% | +46.3% | -1.9% |
| 1Y | -7.9% | -46.1% | +38.2% | -7.8% |
| 3Y | +40.3% | +749.7% | -709.3% | +2.1% |
| 5Y | +17.3% | +193.2% | -175.9% | -12.8% |
| All | +136.6% | +274.8% | -138.2% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling