+356.3%
IGV vs SAP
+175.6%
+180.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.3% |
| 7D | -5.4% | -5.1% | -0.3% | -2.4% |
| 30D | -2.6% | -1.8% | -0.8% | -1.5% |
| 3M | +10.5% | +20.9% | -10.4% | -1.7% |
| 6M | +18.2% | +7.0% | +11.2% | +12.5% |
| YTD | -4.2% | -13.7% | +9.5% | +2.5% |
| 1Y | -9.8% | -19.6% | +9.8% | +0.3% |
| 3Y | +39.1% | +52.4% | -13.3% | +3.7% |
| 5Y | +21.2% | +54.4% | -33.2% | -12.6% |
| All | +356.3% | +175.6% | +180.7% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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