+973.2%
IGV vs ED
+719.4%
+253.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.8% |
| 7D | -4.5% | -0.2% | -4.3% | -4.4% |
| 30D | +3.2% | -0.1% | +3.4% | +3.2% |
| 3M | +4.5% | +3.9% | +0.6% | +2.8% |
| 6M | +22.1% | -3.0% | +25.1% | +22.5% |
| YTD | -1.0% | +10.7% | -11.7% | -5.6% |
| 1Y | -2.1% | +13.3% | -15.4% | -7.7% |
| 3Y | +44.6% | +34.5% | +10.1% | +23.9% |
| 5Y | +22.2% | +67.1% | -45.0% | -6.1% |
| 10Y | +364.7% | +103.0% | +261.7% | +204.2% |
| All | +973.2% | +719.4% | +253.8% | +209.6% |
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