+205.7%
IGV vs SPOT
+216.9%
-11.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.9% | -3.1% | +0.2% | -1.9% |
| 30D | -1.5% | +7.4% | -8.9% | -4.1% |
| 3M | +11.7% | +8.2% | +3.5% | +8.3% |
| 6M | +18.4% | +2.2% | +16.2% | +15.7% |
| YTD | -3.9% | -9.5% | +5.5% | -3.1% |
| 1Y | -9.7% | -23.8% | +14.2% | -3.8% |
| 3Y | +38.4% | +233.5% | -195.0% | -14.4% |
| 5Y | +21.6% | +112.2% | -90.6% | -19.5% |
| All | +205.7% | +216.9% | -11.2% | +57.5% |
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