+343.0%
IGV vs ALLE
+222.4%
+120.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -10.0% | +25.3% | -35.3% | -18.8% |
| 3M | -0.5% | +10.3% | -10.8% | -5.2% |
| 6M | +12.6% | +38.0% | -25.4% | -3.6% |
| YTD | -6.4% | +17.8% | -24.2% | -14.8% |
| 1Y | -9.5% | +13.6% | -23.1% | -16.4% |
| 3Y | +41.7% | +89.2% | -47.5% | -0.6% |
| 5Y | +12.7% | +51.1% | -38.4% | -13.1% |
| All | +343.0% | +222.4% | +120.6% | +138.8% |
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