+15.7%
IGV vs ATI
+951.9%
-936.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.9% |
| 7D | -2.3% | +1.3% | -3.6% | -2.5% |
| 30D | -11.0% | -4.8% | -6.2% | -10.4% |
| 3M | -4.5% | -19.9% | +15.5% | -0.7% |
| 6M | +10.1% | +15.4% | -5.3% | +5.3% |
| YTD | -5.1% | +59.2% | -64.3% | -16.8% |
| 1Y | -10.2% | +86.3% | -96.5% | -24.3% |
| 3Y | +37.7% | +318.2% | -280.5% | -8.1% |
| 5Y | +15.7% | +958.6% | -942.9% | -33.6% |
| All | +15.7% | +951.9% | -936.2% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling