+39.3%
IGV vs SN
+681.9%
-642.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.0% |
| 7D | -0.4% | +7.6% | -8.1% | -1.8% |
| 30D | -9.9% | +24.1% | -34.0% | -13.7% |
| 3M | -1.2% | +23.7% | -24.9% | -5.4% |
| 6M | +11.3% | +105.5% | -94.2% | -3.4% |
| YTD | -4.0% | +105.1% | -109.1% | -17.2% |
| 1Y | -7.3% | +148.3% | -155.6% | -23.1% |
| 3Y | +42.8% | +438.7% | -395.9% | +9.3% |
| All | +39.3% | +681.9% | -642.6% | +6.2% |
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