+620.7%
IGV vs SFM
+132.6%
+488.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.6% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | +3.2% | -4.4% | +7.6% | +3.6% |
| 3M | +4.5% | +1.5% | +3.0% | +3.9% |
| 6M | +22.1% | +6.5% | +15.6% | +20.0% |
| YTD | -1.0% | +2.2% | -3.2% | -2.4% |
| 1Y | -2.1% | -41.9% | +39.8% | +3.5% |
| 3Y | +44.6% | +106.8% | -62.2% | +28.9% |
| 5Y | +22.2% | +231.6% | -209.4% | +1.2% |
| 10Y | +364.7% | +258.4% | +106.3% | +264.2% |
| All | +620.7% | +132.6% | +488.1% | +513.5% |
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