+953.6%
IGV vs SPYG
+1,006.0%
-52.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -3.3% | +1.2% | -4.5% | -4.5% |
| 30D | 0.0% | -1.6% | +1.5% | +1.8% |
| 3M | +7.3% | +3.4% | +4.0% | +3.3% |
| 6M | +16.7% | +18.9% | -2.2% | -3.8% |
| YTD | -2.8% | +13.8% | -16.6% | -15.9% |
| 1Y | -6.7% | +20.6% | -27.3% | -24.1% |
| 3Y | +41.1% | +100.5% | -59.4% | -34.0% |
| 5Y | +22.0% | +84.6% | -62.6% | -36.6% |
| 10Y | +357.9% | +410.8% | -52.9% | -18.9% |
| All | +953.6% | +1,006.0% | -52.5% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling