+945.1%
IGV vs SIRI
-53.6%
+998.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.5% | -3.9% | +2.4% | -1.1% |
| 30D | -3.0% | -0.8% | -2.2% | -3.0% |
| 3M | +9.6% | +4.3% | +5.3% | +9.0% |
| 6M | +16.1% | +34.1% | -17.9% | +12.5% |
| YTD | -3.6% | +47.3% | -50.9% | -7.7% |
| 1Y | -7.8% | +22.9% | -30.8% | -10.2% |
| 3Y | +40.0% | -24.6% | +64.5% | +40.3% |
| 5Y | +21.2% | -43.2% | +64.4% | +23.1% |
| 10Y | +364.4% | -12.3% | +376.7% | +352.5% |
| All | +945.1% | -53.6% | +998.6% | +851.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling