+22.0%
IGV vs SPGI
+5.8%
+16.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | +0.3% |
| 7D | -3.3% | -2.5% | -0.8% | -1.7% |
| 30D | 0.0% | +5.4% | -5.4% | -3.5% |
| 3M | +7.3% | +9.0% | -1.7% | +0.5% |
| 6M | +16.7% | +0.8% | +15.9% | +15.2% |
| YTD | -2.8% | -12.6% | +9.7% | +4.5% |
| 1Y | -6.7% | -16.1% | +9.5% | +2.7% |
| 3Y | +41.1% | +19.0% | +22.1% | +16.5% |
| 5Y | +22.0% | +5.1% | +16.9% | +9.5% |
| All | +22.0% | +5.8% | +16.2% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling