-7.5%
IGV vs SN
+156.5%
-164.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.2% |
| 7D | -7.5% | +10.6% | -18.1% | -9.1% |
| 30D | -5.6% | +20.0% | -25.6% | -8.6% |
| 3M | +1.5% | +30.4% | -28.8% | -2.8% |
| 6M | +17.1% | +91.0% | -73.9% | +6.6% |
| YTD | -2.0% | +95.9% | -97.9% | -11.8% |
| 1Y | -7.5% | +158.9% | -166.4% | -20.5% |
| All | -7.5% | +156.5% | -164.0% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling