+44.0%
IGV vs SPGI
+23.3%
+20.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.4% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +3.2% | +8.4% | -5.2% | -1.1% |
| 3M | +4.5% | +11.8% | -7.3% | -2.1% |
| 6M | +22.1% | +5.7% | +16.4% | +17.9% |
| YTD | -1.0% | -9.7% | +8.6% | +3.2% |
| 1Y | -2.1% | -12.5% | +10.4% | +3.6% |
| All | +44.0% | +23.3% | +20.7% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling