+356.3%
IGV vs SPY
+318.9%
+37.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.1% |
| 7D | -5.4% | -2.0% | -3.4% | -3.1% |
| 30D | -2.6% | -1.7% | -1.0% | -0.5% |
| 3M | +10.5% | +4.7% | +5.8% | +4.7% |
| 6M | +18.2% | +12.5% | +5.7% | +2.7% |
| YTD | -4.2% | +11.7% | -16.0% | -15.9% |
| 1Y | -9.8% | +17.5% | -27.3% | -25.4% |
| 3Y | +39.1% | +76.6% | -37.4% | -28.3% |
| 5Y | +21.2% | +82.0% | -60.8% | -38.3% |
| All | +356.3% | +318.9% | +37.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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