+22.0%
IGV vs SM
+111.2%
-89.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.3% |
| 7D | -3.3% | -0.2% | -3.2% | -3.3% |
| 30D | 0.0% | +31.5% | -31.5% | -3.9% |
| 3M | +7.3% | +17.3% | -10.0% | +4.3% |
| 6M | +16.7% | +48.5% | -31.8% | +8.6% |
| YTD | -2.8% | +106.3% | -109.1% | -14.6% |
| 1Y | -6.7% | +47.3% | -54.0% | -13.7% |
| 3Y | +41.1% | -1.4% | +42.6% | +33.8% |
| 5Y | +22.0% | +114.0% | -92.1% | +4.6% |
| All | +22.0% | +111.2% | -89.2% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling