+22.0%
IGV vs SPY
+81.8%
-59.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.1% |
| 7D | -3.3% | +0.5% | -3.9% | -4.0% |
| 30D | 0.0% | -0.9% | +0.9% | +1.4% |
| 3M | +7.3% | +3.9% | +3.5% | +2.2% |
| 6M | +16.7% | +14.5% | +2.2% | -2.4% |
| YTD | -2.8% | +12.9% | -15.8% | -17.1% |
| 1Y | -6.7% | +19.4% | -26.0% | -26.0% |
| 3Y | +41.1% | +78.5% | -37.3% | -34.6% |
| 5Y | +22.0% | +81.8% | -59.8% | -42.8% |
| All | +22.0% | +81.8% | -59.8% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling