+22.0%
IGV vs ATI
+1,101.9%
-1,079.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | +7.3% | +15.1% | -7.7% | +3.6% |
| 6M | +16.7% | +38.1% | -21.4% | +7.6% |
| YTD | -2.8% | +80.7% | -83.5% | -16.2% |
| 1Y | -6.7% | +167.5% | -174.2% | -26.9% |
| 3Y | +41.1% | +366.0% | -324.9% | -6.1% |
| 5Y | +22.0% | +1,088.8% | -1,066.8% | -29.5% |
| All | +22.0% | +1,101.9% | -1,079.9% | -29.5% |
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