+1,169.6%
IGV vs SPYM
+812.4%
+357.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +2.3% | +2.6% | -0.2% | -0.3% |
| 30D | -6.0% | -2.0% | -4.0% | -3.9% |
| 3M | -4.8% | -2.8% | -2.0% | -1.8% |
| 6M | +14.2% | +2.2% | +12.1% | +12.0% |
| YTD | -4.2% | +11.5% | -15.8% | -14.2% |
| 1Y | -5.3% | +13.5% | -18.8% | -16.6% |
| 3Y | +38.8% | +78.0% | -39.3% | -21.9% |
| 5Y | +14.2% | +73.1% | -58.9% | -32.2% |
| 10Y | +357.6% | +310.9% | +46.7% | +22.2% |
| All | +1,169.6% | +812.4% | +357.2% | +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