+357.7%
IGV vs SIRI
-10.2%
+368.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -1.5% | +2.5% | -4.0% | -2.2% |
| 3M | +11.7% | +6.6% | +5.1% | +9.8% |
| 6M | +18.4% | +32.9% | -14.5% | +10.4% |
| YTD | -3.9% | +50.5% | -54.4% | -13.4% |
| 1Y | -9.7% | +28.0% | -37.6% | -15.7% |
| 3Y | +38.4% | -22.4% | +60.8% | +37.7% |
| 5Y | +21.6% | -41.3% | +62.9% | +24.2% |
| All | +357.7% | -10.2% | +368.0% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling