+22.0%
IGV vs SAP
+56.2%
-34.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.8% |
| 7D | -3.3% | -0.3% | -3.1% | -3.1% |
| 30D | 0.0% | +2.6% | -2.6% | -1.5% |
| 3M | +7.3% | +16.3% | -8.9% | -2.5% |
| 6M | +16.7% | +6.4% | +10.3% | +11.5% |
| YTD | -2.8% | -11.4% | +8.6% | +2.9% |
| 1Y | -6.7% | -20.4% | +13.7% | +5.4% |
| 3Y | +41.1% | +56.5% | -15.4% | -1.4% |
| 5Y | +22.0% | +56.8% | -34.8% | -21.3% |
| All | +22.0% | +56.2% | -34.2% | -21.3% |
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 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