-7.5%
IGV vs SM
+70.4%
-77.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -15.3% | +16.2% | +0.7% |
| 7D | -7.5% | -21.5% | +14.0% | -7.6% |
| 30D | -5.6% | -11.4% | +5.8% | -5.7% |
| 3M | +1.5% | +0.6% | +0.9% | +1.3% |
| 6M | +17.1% | +0.2% | +16.9% | +16.8% |
| YTD | -2.0% | +69.7% | -71.7% | -4.3% |
| 1Y | -7.5% | +71.6% | -79.1% | -10.0% |
| All | -7.5% | +70.4% | -77.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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