+949.2%
IGV vs ED
+810.2%
+138.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -1.3% | -0.9% | -0.4% | -1.0% |
| 30D | -8.1% | +11.2% | -19.3% | -11.5% |
| 3M | -1.6% | +11.8% | -13.4% | -5.5% |
| 6M | +12.7% | +14.1% | -1.3% | +7.1% |
| YTD | -3.3% | +23.0% | -26.2% | -11.1% |
| 1Y | -7.9% | +23.7% | -31.6% | -15.6% |
| 3Y | +40.3% | +47.7% | -7.4% | +16.7% |
| 5Y | +17.3% | +82.6% | -65.3% | -12.3% |
| 10Y | +362.3% | +141.8% | +220.5% | +181.4% |
| All | +949.2% | +810.2% | +138.9% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling