-7.8%
IGV vs ED
+15.3%
-23.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -1.3% |
| 7D | -1.5% | -0.2% | -1.4% | -1.7% |
| 30D | -3.0% | +1.9% | -5.0% | -1.6% |
| 3M | +9.6% | +1.9% | +7.7% | +11.7% |
| 6M | +16.1% | -2.3% | +18.4% | +15.9% |
| YTD | -3.6% | +10.9% | -14.5% | +4.6% |
| 1Y | -7.8% | +14.5% | -22.4% | +1.3% |
| All | -7.8% | +15.3% | -23.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling