-2.1%
IGV vs SITM
+174.8%
-176.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.8% | -2.4% |
| 7D | -4.5% | +9.7% | -14.2% | -4.7% |
| 30D | +3.2% | +12.7% | -9.5% | +2.6% |
| 3M | +4.5% | -13.4% | +17.9% | +4.8% |
| 6M | +22.1% | +59.6% | -37.5% | +18.0% |
| YTD | -1.0% | +73.3% | -74.3% | -5.1% |
| 1Y | -2.1% | +165.5% | -167.7% | -9.5% |
| All | -2.1% | +174.8% | -176.9% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling