+21.2%
IGV vs SBAC
-44.9%
+66.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | -3.0% | +3.9% | -6.9% | -3.8% |
| 3M | +9.6% | -8.2% | +17.8% | +11.4% |
| 6M | +16.1% | -2.8% | +18.9% | +15.5% |
| YTD | -3.6% | -1.5% | -2.1% | -4.8% |
| 1Y | -7.8% | 0.0% | -7.9% | -9.5% |
| 3Y | +40.0% | -8.4% | +48.4% | +35.7% |
| 5Y | +21.2% | -43.5% | +64.7% | +48.9% |
| All | +21.2% | -44.9% | +66.2% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling