+37.7%
IGV vs SFM
+19.7%
+18.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -2.3% | -6.9% | +4.6% | -1.5% |
| 30D | -11.0% | -25.0% | +14.0% | -8.5% |
| 3M | -4.5% | -42.7% | +38.3% | +0.7% |
| 6M | +10.1% | -41.0% | +51.1% | +15.1% |
| YTD | -5.1% | -38.7% | +33.6% | -1.7% |
| 1Y | -10.2% | -38.1% | +27.9% | -7.3% |
| 3Y | +37.7% | +19.3% | +18.4% | +41.4% |
| All | +37.7% | +19.7% | +18.0% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling