+938.5%
IGV vs SPY
+888.1%
+50.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +2.3% | +2.6% | -0.3% | -0.5% |
| 30D | -6.0% | -2.0% | -4.0% | -3.8% |
| 3M | -4.8% | -2.8% | -2.0% | -1.6% |
| 6M | +14.2% | +2.1% | +12.1% | +11.8% |
| YTD | -4.2% | +11.5% | -15.7% | -15.0% |
| 1Y | -5.3% | +13.5% | -18.7% | -17.5% |
| 3Y | +38.8% | +77.7% | -38.9% | -25.8% |
| 5Y | +14.2% | +72.6% | -58.4% | -35.3% |
| 10Y | +357.6% | +308.2% | +49.4% | +3.1% |
| All | +938.5% | +888.1% | +50.4% | -6.9% |
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