+13.7%
IGV vs ED
+82.1%
-68.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.6% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -9.9% | +11.6% | -21.5% | -8.9% |
| 3M | -1.2% | +10.5% | -11.7% | -0.1% |
| 6M | +11.3% | +13.2% | -1.9% | +12.9% |
| YTD | -4.0% | +22.1% | -26.1% | -2.7% |
| 1Y | -7.3% | +24.2% | -31.5% | -6.1% |
| 3Y | +42.8% | +46.9% | -4.2% | +38.5% |
| 5Y | +13.7% | +80.8% | -67.2% | +9.2% |
| All | +13.7% | +82.1% | -68.4% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling