+949.2%
IGV vs SBAC
+957.6%
-8.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | -1.3% | -2.8% | +1.5% | -0.8% |
| 30D | -8.1% | +3.1% | -11.3% | -8.7% |
| 3M | -1.6% | +5.1% | -6.8% | -2.6% |
| 6M | +12.7% | -11.4% | +24.1% | +14.5% |
| YTD | -3.3% | +0.2% | -3.5% | -4.4% |
| 1Y | -7.9% | -3.9% | -4.0% | -8.4% |
| 3Y | +40.3% | -7.7% | +48.0% | +38.7% |
| 5Y | +17.3% | -39.7% | +57.1% | +24.2% |
| 10Y | +362.3% | +111.9% | +250.4% | +301.9% |
| All | +949.2% | +957.6% | -8.4% | +675.8% |
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