+14.5%
IGV vs SPG
+83.3%
-68.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +2.5% | +3.1% | -0.7% | +1.0% |
| 30D | -8.6% | +16.4% | -25.0% | -14.9% |
| 3M | -1.6% | +7.1% | -8.6% | -4.8% |
| 6M | +13.4% | +16.1% | -2.6% | +5.0% |
| YTD | -4.0% | +30.4% | -34.4% | -17.0% |
| 1Y | -7.6% | +33.0% | -40.6% | -21.0% |
| 3Y | +39.3% | +134.6% | -95.4% | -15.6% |
| 5Y | +14.5% | +84.9% | -70.4% | -25.5% |
| All | +14.5% | +83.3% | -68.8% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling