+13.7%
IGV vs SAP
+73.0%
-59.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.6% |
| 7D | -0.4% | +1.6% | -2.1% | -1.6% |
| 30D | -9.9% | +10.5% | -20.5% | -15.6% |
| 3M | -1.2% | +15.2% | -16.4% | -9.6% |
| 6M | +11.3% | +36.7% | -25.4% | -9.0% |
| YTD | -4.0% | -0.6% | -3.4% | -5.4% |
| 1Y | -7.3% | -4.1% | -3.2% | -6.6% |
| 3Y | +42.8% | +73.2% | -30.5% | -7.3% |
| 5Y | +13.7% | +74.1% | -60.5% | -31.7% |
| All | +13.7% | +73.0% | -59.3% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling