+122.7%
IGV vs SITM
+4,532.8%
-4,410.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.0% |
| 7D | -5.4% | +4.8% | -10.2% | -6.2% |
| 30D | -2.6% | -9.7% | +7.1% | -1.3% |
| 3M | +10.5% | -9.3% | +19.9% | +9.9% |
| 6M | +18.2% | +69.5% | -51.3% | +2.2% |
| YTD | -4.2% | +70.5% | -74.8% | -18.6% |
| 1Y | -9.8% | +145.3% | -155.1% | -30.0% |
| 3Y | +39.1% | +432.8% | -393.7% | -15.7% |
| 5Y | +21.2% | +174.0% | -152.8% | -23.4% |
| All | +122.7% | +4,532.8% | -4,410.1% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling