+354.8%
IGV vs ALLE
+233.6%
+121.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.4% |
| 7D | -0.4% | -0.6% | +0.2% | -0.1% |
| 30D | -9.9% | +26.6% | -36.6% | -19.1% |
| 3M | -1.2% | +13.2% | -14.4% | -6.9% |
| 6M | +11.3% | +42.9% | -31.5% | -6.1% |
| YTD | -4.0% | +21.0% | -25.0% | -13.6% |
| 1Y | -7.3% | +15.2% | -22.5% | -14.7% |
| 3Y | +42.8% | +95.6% | -52.8% | -1.3% |
| 5Y | +13.7% | +53.4% | -39.8% | -12.9% |
| 10Y | +354.8% | +221.5% | +133.3% | +142.8% |
| All | +354.8% | +233.6% | +121.2% | +142.8% |
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