+938.5%
IGV vs SBAC
+960.8%
-22.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.5% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | -6.0% | +5.5% | -11.5% | -6.9% |
| 3M | -4.8% | +3.1% | -7.9% | -5.4% |
| 6M | +14.2% | -7.0% | +21.3% | +15.1% |
| YTD | -4.2% | +0.5% | -4.7% | -5.4% |
| 1Y | -5.3% | +0.2% | -5.5% | -6.4% |
| 3Y | +38.8% | -7.4% | +46.1% | +37.1% |
| 5Y | +14.2% | -39.7% | +53.9% | +20.9% |
| 10Y | +357.6% | +112.5% | +245.0% | +297.6% |
| All | +938.5% | +960.8% | -22.3% | +667.5% |
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