+13.7%
IGV vs SM
-13.5%
+27.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.0% |
| 7D | -0.4% | -22.3% | +21.8% | +2.8% |
| 30D | -9.9% | -21.4% | +11.4% | -7.3% |
| 3M | -1.2% | +1.4% | -2.6% | -2.3% |
| 6M | +11.3% | +0.1% | +11.2% | +9.4% |
| YTD | -4.0% | +59.0% | -62.9% | -13.5% |
| 1Y | -7.3% | +64.3% | -71.7% | -17.1% |
| 3Y | +42.8% | -13.1% | +55.9% | +36.5% |
| 5Y | +13.7% | -13.9% | +27.5% | +5.1% |
| All | +13.7% | -13.5% | +27.1% | +5.1% |
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