+973.2%
IGV vs SPY
+906.4%
+66.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | +3.2% | +0.1% | +3.2% | +3.3% |
| 3M | +4.5% | +2.0% | +2.5% | +2.4% |
| 6M | +22.1% | +13.0% | +9.1% | +6.5% |
| YTD | -1.0% | +13.5% | -14.6% | -14.0% |
| 1Y | -2.1% | +20.0% | -22.1% | -19.9% |
| 3Y | +44.6% | +77.2% | -32.6% | -22.5% |
| 5Y | +22.2% | +81.9% | -59.7% | -34.7% |
| 10Y | +364.7% | +314.1% | +50.7% | +3.0% |
| All | +973.2% | +906.4% | +66.8% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling