+1,188.0%
IGV vs SPYM
+824.3%
+363.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.3% |
| 7D | -3.3% | +0.6% | -3.9% | -3.9% |
| 30D | 0.0% | -0.9% | +0.9% | +1.1% |
| 3M | +7.3% | +3.9% | +3.4% | +3.3% |
| 6M | +16.7% | +14.5% | +2.2% | +1.5% |
| YTD | -2.8% | +13.0% | -15.8% | -14.2% |
| 1Y | -6.7% | +19.4% | -26.1% | -22.1% |
| 3Y | +41.1% | +78.9% | -37.7% | -21.0% |
| 5Y | +22.0% | +82.3% | -60.3% | -31.2% |
| 10Y | +357.9% | +314.7% | +43.2% | +21.0% |
| All | +1,188.0% | +824.3% | +363.8% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling