+356.3%
IGV vs SBAC
+83.0%
+273.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | -5.4% | -5.3% | -0.1% | -3.7% |
| 30D | -2.6% | +0.4% | -3.0% | -2.7% |
| 3M | +10.5% | -11.9% | +22.4% | +14.7% |
| 6M | +18.2% | -4.5% | +22.7% | +17.7% |
| YTD | -4.2% | -4.3% | +0.1% | -5.1% |
| 1Y | -9.8% | -3.9% | -5.9% | -11.0% |
| 3Y | +39.1% | -11.0% | +50.1% | +35.5% |
| 5Y | +21.2% | -44.1% | +65.3% | +44.1% |
| All | +356.3% | +83.0% | +273.3% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling