+363.6%
IGV vs SM
+18.0%
+345.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +2.3% | +9.4% | -7.1% | +1.6% |
| 30D | -6.0% | -14.4% | +8.4% | -5.0% |
| 3M | -4.8% | +1.6% | -6.3% | -5.3% |
| 6M | +14.2% | +6.3% | +7.9% | +12.8% |
| YTD | -4.2% | +78.8% | -83.0% | -9.8% |
| 1Y | -5.3% | +83.1% | -88.4% | -11.0% |
| 3Y | +38.8% | -5.9% | +44.7% | +35.5% |
| 5Y | +14.2% | +4.8% | +9.4% | +8.9% |
| All | +363.6% | +18.0% | +345.6% | +265.0% |
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 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