+142.0%
IGV vs ASTS
+537.8%
-395.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -4.5% | +7.3% | -11.8% | -5.1% |
| 30D | +3.2% | -8.9% | +12.1% | +3.8% |
| 3M | +4.5% | -41.9% | +46.5% | +8.0% |
| 6M | +22.1% | -40.6% | +62.7% | +24.3% |
| YTD | -1.0% | -14.2% | +13.2% | -3.2% |
| 1Y | -2.1% | +48.9% | -51.0% | -9.7% |
| 3Y | +44.6% | +1,461.7% | -1,417.1% | 0.0% |
| 5Y | +22.2% | +404.1% | -382.0% | -12.6% |
| All | +142.0% | +537.8% | -395.8% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling