+363.6%
IGV vs ED
+147.1%
+216.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.4% |
| 7D | +2.3% | +2.1% | +0.3% | +2.1% |
| 30D | -6.0% | +10.4% | -16.4% | -7.0% |
| 3M | -4.8% | +12.5% | -17.3% | -6.0% |
| 6M | +14.2% | +14.9% | -0.7% | +12.3% |
| YTD | -4.2% | +24.8% | -29.1% | -7.2% |
| 1Y | -5.3% | +23.8% | -29.1% | -8.2% |
| 3Y | +38.8% | +51.6% | -12.9% | +27.0% |
| 5Y | +14.2% | +86.4% | -72.2% | -1.0% |
| All | +363.6% | +147.1% | +216.5% | +282.8% |
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