+41.7%
IGV vs SN
+397.9%
-356.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.7% |
| 7D | -5.2% | +7.2% | -12.4% | -6.7% |
| 30D | -10.0% | +20.4% | -30.4% | -13.9% |
| 3M | -0.5% | +23.9% | -24.5% | -5.6% |
| 6M | +12.6% | +93.0% | -80.4% | -3.8% |
| YTD | -6.4% | +99.2% | -105.7% | -21.3% |
| 1Y | -9.5% | +142.6% | -152.1% | -27.8% |
| 3Y | +41.7% | +398.8% | -357.1% | -2.0% |
| All | +41.7% | +397.9% | -356.2% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling