+362.3%
IGV vs SM
+10.6%
+351.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.7% | +1.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | -8.1% | -17.3% | +9.2% | -6.9% |
| 3M | -1.6% | -3.6% | +2.0% | -1.7% |
| 6M | +12.7% | +2.9% | +9.8% | +11.6% |
| YTD | -3.3% | +70.2% | -73.5% | -8.5% |
| 1Y | -7.9% | +66.5% | -74.4% | -12.8% |
| 3Y | +40.3% | -8.2% | +48.5% | +37.4% |
| 5Y | +17.3% | -1.5% | +18.8% | +12.4% |
| 10Y | +362.3% | +11.9% | +350.4% | +265.5% |
| All | +362.3% | +10.6% | +351.7% | +265.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling