+35.7%
IGV vs SN
+659.6%
-623.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.6% |
| 7D | -5.2% | +7.2% | -12.4% | -6.5% |
| 30D | -10.0% | +20.4% | -30.4% | -13.2% |
| 3M | -0.5% | +23.9% | -24.5% | -4.7% |
| 6M | +12.6% | +93.0% | -80.4% | -1.1% |
| YTD | -6.4% | +99.2% | -105.7% | -18.9% |
| 1Y | -9.5% | +142.6% | -152.1% | -24.6% |
| 3Y | +41.7% | +398.8% | -357.1% | +9.2% |
| All | +35.7% | +659.6% | -623.8% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling