+363.6%
IGV vs IAG
+389.3%
-25.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.3% |
| 7D | +2.3% | -7.7% | +10.0% | +2.9% |
| 30D | -6.0% | +1.6% | -7.6% | -6.2% |
| 3M | -4.8% | -2.4% | -2.4% | -4.9% |
| 6M | +14.2% | -7.8% | +22.1% | +14.2% |
| YTD | -4.2% | +5.0% | -9.3% | -5.8% |
| 1Y | -5.3% | +25.7% | -31.0% | -8.0% |
| 3Y | +38.8% | +694.5% | -655.7% | +16.4% |
| 5Y | +14.2% | +421.7% | -407.5% | -5.1% |
| All | +363.6% | +389.3% | -25.7% | +281.4% |
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