+41.1%
IGV vs SPG
+112.2%
-71.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | 0.0% | -4.9% | +4.9% | +1.6% |
| 3M | +7.3% | +3.3% | +4.0% | +5.8% |
| 6M | +16.7% | +11.2% | +5.5% | +11.3% |
| YTD | -2.8% | +17.1% | -19.9% | -9.5% |
| 1Y | -6.7% | +21.6% | -28.3% | -14.8% |
| 3Y | +41.1% | +111.9% | -70.7% | +2.5% |
| All | +41.1% | +112.2% | -71.1% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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