+363.6%
IGV vs SPYM
+309.8%
+53.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +2.3% | +2.6% | -0.2% | -0.7% |
| 30D | -6.0% | -2.0% | -4.0% | -3.6% |
| 3M | -4.8% | -2.8% | -2.0% | -1.4% |
| 6M | +14.2% | +2.2% | +12.1% | +11.6% |
| YTD | -4.2% | +11.5% | -15.8% | -15.7% |
| 1Y | -5.3% | +13.5% | -18.8% | -18.3% |
| 3Y | +38.8% | +78.0% | -39.3% | -28.8% |
| 5Y | +14.2% | +73.1% | -58.9% | -38.3% |
| All | +363.6% | +309.8% | +53.8% | -7.7% |
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