+205.4%
IGV vs SPOT
+260.8%
-55.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.2% |
| 7D | +2.5% | -2.6% | +5.1% | +3.3% |
| 30D | -8.6% | +13.5% | -22.1% | -12.6% |
| 3M | -1.6% | +22.2% | -23.8% | -8.6% |
| 6M | +13.4% | +38.3% | -24.9% | +0.5% |
| YTD | -4.0% | +3.1% | -7.1% | -7.7% |
| 1Y | -7.6% | -7.6% | 0.0% | -8.0% |
| 3Y | +39.3% | +250.0% | -210.8% | -15.3% |
| 5Y | +14.5% | +113.3% | -98.8% | -24.6% |
| All | +205.4% | +260.8% | -55.3% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling