-2.1%
IGV vs SPYM
+20.9%
-23.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -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% | +2.5% |
| 6M | +22.1% | +13.1% | +9.1% | +6.0% |
| YTD | -1.0% | +13.6% | -14.7% | -14.4% |
| 1Y | -2.1% | +20.1% | -22.2% | -21.4% |
| All | -2.1% | +20.9% | -23.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling