+22.0%
IGV vs ED
+71.7%
-49.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.7% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | 0.0% | +1.1% | -1.1% | +0.1% |
| 3M | +7.3% | +4.6% | +2.7% | +7.8% |
| 6M | +16.7% | -2.0% | +18.7% | +16.9% |
| YTD | -2.8% | +11.7% | -14.5% | -2.5% |
| 1Y | -6.7% | +15.7% | -22.4% | -6.4% |
| 3Y | +41.1% | +34.4% | +6.8% | +36.2% |
| 5Y | +22.0% | +67.3% | -45.3% | +20.3% |
| All | +22.0% | +71.7% | -49.7% | +20.3% |
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 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