+357.9%
IGV vs ALLE
+148.2%
+209.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -3.3% | +2.8% | -6.1% | -4.5% |
| 30D | 0.0% | -7.6% | +7.6% | +3.4% |
| 3M | +7.3% | +22.8% | -15.4% | -2.8% |
| 6M | +16.7% | +4.6% | +12.1% | +13.0% |
| YTD | -2.8% | -1.2% | -1.6% | -4.1% |
| 1Y | -6.7% | -9.1% | +2.5% | -4.4% |
| 3Y | +41.1% | +50.0% | -8.9% | +10.5% |
| 5Y | +22.0% | +15.2% | +6.8% | +6.3% |
| 10Y | +357.9% | +151.1% | +206.9% | +172.4% |
| All | +357.9% | +148.2% | +209.7% | +172.4% |
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