+37.7%
IGV vs ASTS
+711.8%
-674.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.6% | -0.6% |
| 7D | -2.3% | -9.3% | +7.0% | -1.8% |
| 30D | -11.0% | -33.9% | +22.9% | -9.0% |
| 3M | -4.5% | -51.0% | +46.5% | -1.0% |
| 6M | +10.1% | -55.1% | +65.2% | +13.3% |
| YTD | -5.1% | -53.6% | +48.6% | -3.6% |
| 1Y | -10.2% | -51.0% | +40.7% | -9.5% |
| 3Y | +37.7% | +681.7% | -643.9% | +27.0% |
| All | +37.7% | +711.8% | -674.1% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling