+599.2%
IGV vs SFM
+46.8%
+552.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | +2.5% | -0.4% | +2.9% | +2.5% |
| 30D | -8.6% | -19.2% | +10.6% | -6.7% |
| 3M | -1.6% | -40.3% | +38.7% | +4.0% |
| 6M | +13.4% | -40.9% | +54.3% | +19.6% |
| YTD | -4.0% | -35.5% | +31.5% | -0.4% |
| 1Y | -7.6% | -37.4% | +29.8% | -3.9% |
| 3Y | +39.3% | +25.5% | +13.8% | +31.3% |
| 5Y | +14.5% | +113.0% | -98.5% | -0.4% |
| 10Y | +358.7% | +136.3% | +222.4% | +277.0% |
| All | +599.2% | +46.8% | +552.4% | +525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling