+941.3%
IGV vs SM
+264.8%
+676.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.0% |
| 7D | -0.4% | -22.3% | +21.8% | +2.6% |
| 30D | -9.9% | -21.4% | +11.4% | -7.5% |
| 3M | -1.2% | +1.4% | -2.6% | -2.0% |
| 6M | +11.3% | +0.1% | +11.2% | +9.9% |
| YTD | -4.0% | +59.0% | -62.9% | -11.4% |
| 1Y | -7.3% | +64.3% | -71.7% | -14.9% |
| 3Y | +42.8% | -13.1% | +55.9% | +39.0% |
| 5Y | +13.7% | -13.9% | +27.5% | +7.2% |
| 10Y | +354.8% | +1.7% | +353.1% | +214.8% |
| All | +941.3% | +264.8% | +676.4% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling