+356.3%
IGV vs ATI
+1,155.5%
-799.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.0% | 0.0% |
| 7D | -5.4% | -2.7% | -2.7% | -5.0% |
| 30D | -2.6% | -13.5% | +10.9% | -0.4% |
| 3M | +10.5% | +8.5% | +2.0% | +8.5% |
| 6M | +18.2% | +25.2% | -7.0% | +12.8% |
| YTD | -4.2% | +73.4% | -77.6% | -13.8% |
| 1Y | -9.8% | +160.5% | -170.3% | -24.5% |
| 3Y | +39.1% | +347.3% | -308.2% | +4.3% |
| 5Y | +21.2% | +1,049.0% | -1,027.8% | -22.1% |
| All | +356.3% | +1,155.5% | -799.2% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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