+953.6%
IGV vs SBAC
+950.1%
+3.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -3.3% | -0.1% | -3.3% | -3.3% |
| 30D | 0.0% | +3.2% | -3.3% | -0.5% |
| 3M | +7.3% | -5.1% | +12.4% | +8.1% |
| 6M | +16.7% | -2.1% | +18.8% | +16.2% |
| YTD | -2.8% | -0.5% | -2.3% | -3.7% |
| 1Y | -6.7% | +1.1% | -7.8% | -7.8% |
| 3Y | +41.1% | -7.4% | +48.6% | +39.5% |
| 5Y | +22.0% | -44.3% | +66.3% | +31.0% |
| 10Y | +357.9% | +77.6% | +280.4% | +309.2% |
| All | +953.6% | +950.1% | +3.4% | +681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling