+941.3%
IGV vs ED
+804.1%
+137.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.8% | +2.7% |
| 7D | -0.4% | -0.1% | -0.4% | -0.5% |
| 30D | -9.9% | +11.6% | -21.5% | -13.3% |
| 3M | -1.2% | +10.5% | -11.7% | -4.7% |
| 6M | +11.3% | +13.2% | -1.9% | +6.0% |
| YTD | -4.0% | +22.1% | -26.1% | -11.5% |
| 1Y | -7.3% | +24.2% | -31.5% | -15.2% |
| 3Y | +42.8% | +46.9% | -4.2% | +18.9% |
| 5Y | +13.7% | +80.8% | -67.2% | -14.7% |
| 10Y | +354.8% | +134.3% | +220.5% | +181.2% |
| All | +941.3% | +804.1% | +137.1% | +190.0% |
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