-7.6%
IGV vs SPGI
+0.4%
-8.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.2% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | -8.6% | +14.3% | -22.9% | -14.0% |
| 3M | -1.6% | +14.5% | -16.1% | -7.5% |
| 6M | +13.4% | +17.3% | -3.8% | +4.8% |
| YTD | -4.0% | -4.6% | +0.6% | -5.3% |
| 1Y | -7.6% | +0.8% | -8.4% | -8.0% |
| All | -7.6% | +0.4% | -8.0% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling