+363.6%
IGV vs SPGI
+333.9%
+29.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.9% |
| 7D | +2.3% | +1.2% | +1.1% | +1.5% |
| 30D | -6.0% | +15.9% | -21.9% | -14.7% |
| 3M | -4.8% | +12.3% | -17.1% | -12.0% |
| 6M | +14.2% | +23.7% | -9.5% | -1.5% |
| YTD | -4.2% | -3.5% | -0.7% | -4.0% |
| 1Y | -5.3% | +0.4% | -5.7% | -7.6% |
| 3Y | +38.8% | +29.9% | +8.9% | +11.9% |
| 5Y | +14.2% | +15.2% | -1.0% | -1.5% |
| All | +363.6% | +333.9% | +29.7% | +77.2% |
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