+364.4%
IGV vs ED
+105.2%
+259.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | -3.0% | +1.9% | -5.0% | -3.3% |
| 3M | +9.6% | +1.9% | +7.7% | +9.2% |
| 6M | +16.1% | -2.3% | +18.4% | +16.2% |
| YTD | -3.6% | +10.9% | -14.5% | -5.5% |
| 1Y | -7.8% | +14.5% | -22.4% | -10.2% |
| 3Y | +40.0% | +33.4% | +6.6% | +29.9% |
| 5Y | +21.2% | +67.3% | -46.1% | +6.0% |
| 10Y | +364.4% | +110.7% | +253.7% | +285.4% |
| All | +364.4% | +105.2% | +259.2% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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