+364.8%
IGV vs ALLE
+208.6%
+156.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | +2.5% | +1.6% | +0.9% | +1.8% |
| 30D | -8.6% | +24.1% | -32.7% | -17.1% |
| 3M | -1.6% | +14.8% | -16.4% | -7.8% |
| 6M | +13.4% | +45.9% | -32.4% | -5.3% |
| YTD | -4.0% | +20.7% | -24.7% | -13.6% |
| 1Y | -7.6% | +14.2% | -21.8% | -14.7% |
| 3Y | +39.3% | +90.7% | -51.4% | -2.6% |
| 5Y | +14.5% | +50.6% | -36.0% | -11.6% |
| All | +364.8% | +208.6% | +156.2% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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