+356.3%
IGV vs IAG
+423.2%
-66.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -5.4% | -4.1% | -1.3% | -5.1% |
| 30D | -2.6% | +10.6% | -13.2% | -3.4% |
| 3M | +10.5% | +35.4% | -24.9% | +7.8% |
| 6M | +18.2% | -9.5% | +27.7% | +18.2% |
| YTD | -4.2% | +21.8% | -26.1% | -6.6% |
| 1Y | -9.8% | +84.1% | -94.0% | -14.8% |
| 3Y | +39.1% | +817.4% | -778.2% | +15.8% |
| 5Y | +21.2% | +830.1% | -808.9% | -2.0% |
| All | +356.3% | +423.2% | -66.9% | +276.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling