+363.6%
IGV vs SAP
+237.3%
+126.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | -6.0% | +6.5% | -12.5% | -9.6% |
| 3M | -4.8% | +12.2% | -17.0% | -11.2% |
| 6M | +14.2% | +46.1% | -31.8% | -9.4% |
| YTD | -4.2% | -1.6% | -2.6% | -5.3% |
| 1Y | -5.3% | -5.1% | -0.2% | -4.4% |
| 3Y | +38.8% | +68.4% | -29.6% | -2.6% |
| 5Y | +14.2% | +79.4% | -65.2% | -24.7% |
| All | +363.6% | +237.3% | +126.3% | +91.2% |
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