-7.5%
IGV vs IAG
+56.5%
-64.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.2% | -9.3% | -0.1% |
| 7D | -7.5% | +1.1% | -8.6% | -7.6% |
| 30D | -5.6% | -5.3% | -0.4% | -5.3% |
| 3M | +1.5% | +18.0% | -16.5% | -0.4% |
| 6M | +17.1% | +7.1% | +10.0% | +15.5% |
| YTD | -2.0% | +5.9% | -7.9% | -5.0% |
| 1Y | -7.5% | +59.4% | -66.9% | -16.8% |
| All | -7.5% | +56.5% | -64.1% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling