+21.2%
IGV vs SGI
+56.1%
-34.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -3.0% | +5.5% | -8.6% | -4.8% |
| 3M | +9.6% | -3.6% | +13.2% | +10.2% |
| 6M | +16.1% | -15.0% | +31.1% | +20.2% |
| YTD | -3.6% | -23.0% | +19.4% | +2.8% |
| 1Y | -7.8% | -18.4% | +10.6% | -4.3% |
| 3Y | +40.0% | +57.8% | -17.8% | +10.6% |
| 5Y | +21.2% | +51.5% | -30.2% | -11.2% |
| All | +21.2% | +56.1% | -34.9% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling