+973.2%
IGV vs SM
+356.9%
+616.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 3M | +4.5% | +8.7% | -4.1% | +2.8% |
| 6M | +22.1% | +51.7% | -29.6% | +14.4% |
| YTD | -1.0% | +99.0% | -100.1% | -10.8% |
| 1Y | -2.1% | +34.6% | -36.7% | -7.5% |
| 3Y | +44.6% | -7.8% | +52.3% | +40.1% |
| 5Y | +22.2% | +104.8% | -82.6% | +3.4% |
| 10Y | +364.7% | +7.2% | +357.5% | +222.9% |
| All | +973.2% | +356.9% | +616.3% | +174.1% |
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 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