+422.9%
IGV vs SPMO
+575.8%
-152.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.3% |
| 7D | -3.3% | +3.4% | -6.7% | -6.2% |
| 30D | 0.0% | +0.5% | -0.6% | -0.7% |
| 3M | +7.3% | +1.9% | +5.4% | +2.8% |
| 6M | +16.7% | +27.8% | -11.1% | -11.4% |
| YTD | -2.8% | +26.7% | -29.5% | -25.6% |
| 1Y | -6.7% | +28.9% | -35.6% | -29.7% |
| 3Y | +41.1% | +160.7% | -119.5% | -47.0% |
| 5Y | +22.0% | +150.2% | -128.2% | -51.9% |
| 10Y | +357.9% | +517.5% | -159.6% | -3.7% |
| All | +422.9% | +575.8% | -152.9% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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