+356.3%
IGV vs SFM
+268.6%
+87.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -5.4% | -8.8% | +3.4% | -4.4% |
| 30D | -2.6% | -14.5% | +11.8% | -1.0% |
| 3M | +10.5% | -16.8% | +27.4% | +12.5% |
| 6M | +18.2% | -5.3% | +23.5% | +17.8% |
| YTD | -4.2% | -9.4% | +5.1% | -4.2% |
| 1Y | -9.8% | -46.2% | +36.3% | -3.9% |
| 3Y | +39.1% | +81.3% | -42.2% | +27.0% |
| 5Y | +21.2% | +211.9% | -190.7% | +2.8% |
| All | +356.3% | +268.6% | +87.7% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling