+41.1%
IGV vs SAP
+56.7%
-15.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.9% |
| 7D | -3.3% | -0.3% | -3.1% | -3.1% |
| 30D | 0.0% | +2.6% | -2.6% | -1.3% |
| 3M | +7.3% | +16.3% | -8.9% | -1.3% |
| 6M | +16.7% | +6.4% | +10.3% | +12.2% |
| YTD | -2.8% | -11.4% | +8.6% | +2.3% |
| 1Y | -6.7% | -20.4% | +13.7% | +3.9% |
| 3Y | +41.1% | +56.5% | -15.4% | +8.3% |
| All | +41.1% | +56.7% | -15.6% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling