+591.5%
IGV vs SFM
+39.6%
+551.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | -2.3% | -6.9% | +4.6% | -1.4% |
| 30D | -11.0% | -25.0% | +14.0% | -8.2% |
| 3M | -4.5% | -42.7% | +38.3% | +1.5% |
| 6M | +10.1% | -41.0% | +51.1% | +16.0% |
| YTD | -5.1% | -38.7% | +33.6% | -0.9% |
| 1Y | -10.2% | -38.1% | +27.9% | -6.5% |
| 3Y | +37.7% | +19.3% | +18.4% | +30.7% |
| 5Y | +15.7% | +103.1% | -87.4% | +1.2% |
| 10Y | +357.1% | +131.1% | +226.1% | +276.5% |
| All | +591.5% | +39.6% | +551.8% | +522.7% |
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