+134.8%
IGV vs ASTS
+277.6%
-142.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.1% | -11.5% | +1.5% |
| 7D | -0.4% | +1.5% | -2.0% | -0.7% |
| 30D | -9.9% | -27.6% | +17.7% | -7.9% |
| 3M | -1.2% | -48.7% | +47.5% | +3.4% |
| 6M | +11.3% | -50.8% | +62.2% | +15.1% |
| YTD | -4.0% | -49.2% | +45.2% | -2.7% |
| 1Y | -7.3% | -46.7% | +39.4% | -7.0% |
| 3Y | +42.8% | +793.2% | -750.5% | +3.4% |
| 5Y | +13.7% | +195.6% | -181.9% | -15.6% |
| All | +134.8% | +277.6% | -142.8% | +63.7% |
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