+40.9%
IGV vs SN
+496.6%
-455.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | 0.0% | -5.6% | +5.6% | +1.1% |
| 3M | +7.3% | +48.1% | -40.7% | -0.5% |
| 6M | +16.7% | +57.6% | -40.9% | +6.4% |
| YTD | -2.8% | +56.5% | -59.4% | -11.6% |
| 1Y | -6.7% | +52.6% | -59.2% | -14.9% |
| 3Y | +41.1% | +412.0% | -370.8% | +13.5% |
| All | +40.9% | +496.6% | -455.7% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling