+38.0%
IGV vs SITM
+423.6%
-385.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -5.4% | +4.8% | -10.2% | -6.0% |
| 30D | -2.6% | -9.7% | +7.1% | -1.7% |
| 3M | +10.5% | -9.3% | +19.9% | +10.2% |
| 6M | +18.2% | +69.5% | -51.3% | +5.4% |
| YTD | -4.2% | +70.5% | -74.8% | -15.8% |
| 1Y | -9.8% | +145.3% | -155.1% | -26.9% |
| All | +38.0% | +423.6% | -385.6% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling