+44.0%
IGV vs SM
-6.8%
+50.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.9% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +3.2% | +26.3% | -23.1% | +0.2% |
| 3M | +4.5% | +8.7% | -4.1% | +3.1% |
| 6M | +22.1% | +51.7% | -29.6% | +13.6% |
| YTD | -1.0% | +99.0% | -100.1% | -12.1% |
| 1Y | -2.1% | +34.6% | -36.7% | -7.4% |
| All | +44.0% | -6.8% | +50.8% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling