-9.8%
IGV vs SFM
-46.9%
+37.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -5.4% | -8.8% | +3.4% | -5.4% |
| 30D | -2.6% | -14.5% | +11.8% | -2.8% |
| 3M | +10.5% | -16.8% | +27.4% | +10.2% |
| 6M | +18.2% | -5.3% | +23.5% | +17.3% |
| YTD | -4.2% | -9.4% | +5.1% | -4.8% |
| 1Y | -9.8% | -46.2% | +36.3% | -10.4% |
| All | -9.8% | -46.9% | +37.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling