+364.4%
IGV vs SPGI
+287.8%
+76.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | +0.8% |
| 7D | -1.5% | -3.1% | +1.6% | +0.4% |
| 30D | -3.0% | +2.0% | -5.1% | -4.4% |
| 3M | +9.6% | +4.3% | +5.2% | +5.8% |
| 6M | +16.1% | -0.2% | +16.4% | +15.4% |
| YTD | -3.6% | -14.8% | +11.2% | +4.9% |
| 1Y | -7.8% | -18.5% | +10.7% | +2.6% |
| 3Y | +40.0% | +16.0% | +24.0% | +21.5% |
| 5Y | +21.2% | +2.2% | +19.0% | +13.1% |
| 10Y | +364.4% | +296.4% | +68.0% | +87.7% |
| All | +364.4% | +287.8% | +76.6% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling