+929.7%
IGV vs SPGI
+2,210.8%
-1,281.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -2.3% | +1.6% | -3.8% | -3.0% |
| 30D | -11.0% | +16.1% | -27.0% | -17.7% |
| 3M | -4.5% | +15.5% | -19.9% | -11.5% |
| 6M | +10.1% | +19.6% | -9.6% | -0.4% |
| YTD | -5.1% | -3.6% | -1.5% | -4.7% |
| 1Y | -10.2% | +2.2% | -12.4% | -12.7% |
| 3Y | +37.7% | +30.1% | +7.6% | +17.6% |
| 5Y | +15.7% | +14.9% | +0.8% | +5.1% |
| 10Y | +357.1% | +334.0% | +23.1% | +119.2% |
| All | +929.7% | +2,210.8% | -1,281.2% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling