+41.1%
IGV vs ATI
+361.7%
-320.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -3.3% | +3.2% | -6.5% | -3.9% |
| 30D | 0.0% | -9.0% | +9.0% | +1.6% |
| 3M | +7.3% | +15.1% | -7.7% | +3.8% |
| 6M | +16.7% | +38.1% | -21.4% | +7.8% |
| YTD | -2.8% | +80.7% | -83.5% | -16.3% |
| 1Y | -6.7% | +167.5% | -174.2% | -27.6% |
| 3Y | +41.1% | +366.0% | -324.9% | -6.3% |
| All | +41.1% | +361.7% | -320.6% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling