+23.1%
IGV vs AUR
-35.1%
+58.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -2.9% | +1.4% | -4.3% | -3.1% |
| 30D | -1.5% | -6.4% | +4.9% | -0.9% |
| 3M | +11.7% | +7.7% | +4.0% | +9.9% |
| 6M | +18.4% | +44.5% | -26.1% | +10.8% |
| YTD | -3.9% | +67.4% | -71.4% | -12.2% |
| 1Y | -9.7% | +15.4% | -25.1% | -13.5% |
| 3Y | +38.4% | +94.8% | -56.4% | +10.9% |
| All | +23.1% | -35.1% | +58.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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