+973.2%
IGV vs SPG
+2,256.3%
-1,283.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -4.5% | -2.4% | -2.1% | -3.8% |
| 30D | +3.2% | -6.8% | +10.1% | +5.4% |
| 3M | +4.5% | +2.7% | +1.9% | +3.4% |
| 6M | +22.1% | +5.5% | +16.7% | +19.5% |
| YTD | -1.0% | +15.7% | -16.7% | -6.0% |
| 1Y | -2.1% | +20.9% | -23.0% | -8.4% |
| 3Y | +44.6% | +112.4% | -67.8% | +13.6% |
| 5Y | +22.2% | +101.4% | -79.2% | -3.1% |
| 10Y | +364.7% | +60.6% | +304.1% | +254.6% |
| All | +973.2% | +2,256.3% | -1,283.1% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling