+973.2%
IGV vs SAP
+879.3%
+93.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -4.5% | -2.9% | -1.6% | -3.0% |
| 30D | +3.2% | +9.0% | -5.8% | -1.3% |
| 3M | +4.5% | +14.9% | -10.4% | -3.6% |
| 6M | +22.1% | +11.9% | +10.2% | +14.0% |
| YTD | -1.0% | -9.9% | +8.9% | +2.9% |
| 1Y | -2.1% | -19.5% | +17.4% | +7.7% |
| 3Y | +44.6% | +61.8% | -17.2% | +8.3% |
| 5Y | +22.2% | +56.2% | -34.0% | -7.7% |
| 10Y | +364.7% | +180.6% | +184.1% | +148.1% |
| All | +973.2% | +879.3% | +93.9% | +159.0% |
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