+125.9%
IGV vs SITM
+4,507.3%
-4,381.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | -3.3% | +8.4% | -11.7% | -4.7% |
| 30D | 0.0% | -17.4% | +17.4% | +2.9% |
| 3M | +7.3% | -9.8% | +17.2% | +6.8% |
| 6M | +16.7% | +83.0% | -66.2% | -0.7% |
| YTD | -2.8% | +69.6% | -72.4% | -17.3% |
| 1Y | -6.7% | +144.9% | -151.6% | -27.5% |
| 3Y | +41.1% | +429.9% | -388.7% | -14.4% |
| 5Y | +22.0% | +169.2% | -147.2% | -22.6% |
| All | +125.9% | +4,507.3% | -4,381.4% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling