+41.7%
IGV vs ASTS
+688.5%
-646.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -0.5% |
| 7D | -5.2% | -21.1% | +15.9% | -4.0% |
| 30D | -10.0% | -46.7% | +36.7% | -6.9% |
| 3M | -0.5% | -52.0% | +51.5% | +3.2% |
| 6M | +12.6% | -54.3% | +66.9% | +15.8% |
| YTD | -6.4% | -55.5% | +49.1% | -4.7% |
| 1Y | -9.5% | -50.5% | +41.0% | -8.8% |
| 3Y | +41.7% | +706.2% | -664.5% | +30.9% |
| All | +41.7% | +688.5% | -646.8% | +30.9% |
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 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