+643.2%
GEV vs IGV
+18.8%
+624.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +4.3% |
| 7D | +8.1% | -3.3% | +11.4% | +10.3% |
| 30D | -1.9% | 0.0% | -1.9% | -2.7% |
| 3M | +4.1% | +7.3% | -3.3% | -2.2% |
| 6M | +23.2% | +16.7% | +6.5% | +5.2% |
| YTD | +48.9% | -2.8% | +51.7% | +53.6% |
| 1Y | +62.2% | -6.7% | +68.9% | +76.4% |
| All | +643.2% | +18.8% | +624.4% | +534.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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