-7.8%
IGV vs SN
+47.1%
-55.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.3% |
| 7D | -1.5% | -3.4% | +1.9% | -1.0% |
| 30D | -3.0% | -9.1% | +6.0% | -1.5% |
| 3M | +9.6% | +31.8% | -22.2% | +6.1% |
| 6M | +16.1% | +52.0% | -35.9% | +9.8% |
| YTD | -3.6% | +51.3% | -54.9% | -8.9% |
| 1Y | -7.8% | +46.9% | -54.7% | -9.6% |
| All | -7.8% | +47.1% | -55.0% | -9.6% |
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