+356.3%
IGV vs SPYG
+420.3%
-64.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.3% |
| 7D | -5.4% | -1.8% | -3.6% | -3.4% |
| 30D | -2.6% | -1.9% | -0.7% | -0.4% |
| 3M | +10.5% | +5.2% | +5.4% | +4.3% |
| 6M | +18.2% | +15.6% | +2.6% | +0.2% |
| YTD | -4.2% | +12.4% | -16.6% | -16.2% |
| 1Y | -9.8% | +17.5% | -27.3% | -24.9% |
| 3Y | +39.1% | +98.1% | -59.0% | -35.7% |
| 5Y | +21.2% | +84.9% | -63.7% | -38.6% |
| All | +356.3% | +420.3% | -64.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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