+929.7%
IGV vs SAP
+964.1%
-34.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | -2.3% | +1.5% | -3.8% | -3.2% |
| 30D | -11.0% | +8.8% | -19.8% | -15.1% |
| 3M | -4.5% | +12.1% | -16.5% | -10.2% |
| 6M | +10.1% | +34.6% | -24.5% | -6.9% |
| YTD | -5.1% | -2.1% | -3.0% | -5.8% |
| 1Y | -10.2% | -5.5% | -4.7% | -9.2% |
| 3Y | +37.7% | +67.4% | -29.7% | +1.2% |
| 5Y | +15.7% | +74.6% | -58.9% | -17.6% |
| 10Y | +357.1% | +224.0% | +133.1% | +126.0% |
| All | +929.7% | +964.1% | -34.4% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling