+938.6%
IGV vs AU
+761.5%
+177.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -5.4% | -7.0% | +1.6% | -4.8% |
| 30D | -2.6% | +7.3% | -9.9% | -3.3% |
| 3M | +10.5% | +33.2% | -22.7% | +7.7% |
| 6M | +18.2% | -0.6% | +18.8% | +17.4% |
| YTD | -4.2% | +26.2% | -30.4% | -7.0% |
| 1Y | -9.8% | +68.3% | -78.1% | -14.7% |
| 3Y | +39.1% | +592.1% | -553.0% | +15.5% |
| 5Y | +21.2% | +685.3% | -664.0% | -1.8% |
| 10Y | +361.5% | +682.5% | -321.0% | +258.9% |
| All | +938.6% | +761.5% | +177.1% | +741.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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