+22.0%
IGV vs SPOT
+108.1%
-86.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.0% |
| 7D | -3.3% | -2.9% | -0.5% | -2.4% |
| 30D | 0.0% | +8.3% | -8.3% | -3.0% |
| 3M | +7.3% | +5.1% | +2.3% | +5.0% |
| 6M | +16.7% | -6.5% | +23.2% | +17.5% |
| YTD | -2.8% | -9.0% | +6.1% | -2.0% |
| 1Y | -6.7% | -26.4% | +19.7% | +1.0% |
| 3Y | +41.1% | +240.0% | -198.9% | -16.9% |
| 5Y | +22.0% | +111.7% | -89.7% | -24.5% |
| All | +22.0% | +108.1% | -86.1% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling