+357.7%
IGV vs SPYM
+324.1%
+33.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.4% |
| 7D | -2.9% | -1.0% | -1.9% | -1.7% |
| 30D | -1.5% | -1.3% | -0.2% | +0.2% |
| 3M | +11.7% | +3.6% | +8.1% | +7.2% |
| 6M | +18.4% | +13.3% | +5.1% | +2.1% |
| YTD | -3.9% | +12.4% | -16.4% | -16.3% |
| 1Y | -9.7% | +17.3% | -26.9% | -25.0% |
| 3Y | +38.4% | +76.8% | -38.3% | -28.3% |
| 5Y | +21.6% | +83.6% | -62.0% | -38.3% |
| All | +357.7% | +324.1% | +33.6% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling