+1,547.3%
IGV vs IAG
+377.5%
+1,169.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -4.5% | -0.5% | -4.0% | -4.5% |
| 30D | +3.2% | +28.9% | -25.7% | +1.2% |
| 3M | +4.5% | +19.1% | -14.6% | +2.9% |
| 6M | +22.1% | -10.3% | +32.4% | +22.2% |
| YTD | -1.0% | +24.2% | -25.2% | -3.5% |
| 1Y | -2.1% | +116.5% | -118.6% | -8.5% |
| 3Y | +44.6% | +742.8% | -698.2% | +20.6% |
| 5Y | +22.2% | +753.3% | -731.2% | -0.7% |
| 10Y | +364.7% | +403.2% | -38.5% | +272.7% |
| All | +1,547.3% | +377.5% | +1,169.9% | +1,102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling