+21.2%
IGV vs IAG
+804.8%
-783.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | -1.5% | +1.7% | -3.2% | -1.7% |
| 30D | -3.0% | +11.4% | -14.5% | -4.1% |
| 3M | +9.6% | +33.0% | -23.5% | +6.3% |
| 6M | +16.1% | -6.0% | +22.1% | +15.8% |
| YTD | -3.6% | +24.6% | -28.2% | -6.9% |
| 1Y | -7.8% | +105.0% | -112.8% | -15.4% |
| 3Y | +40.0% | +837.9% | -797.9% | +9.2% |
| 5Y | +21.2% | +817.0% | -795.8% | -7.5% |
| All | +21.2% | +804.8% | -783.6% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling