+1,142.2%
IGV vs EFA
+392.1%
+750.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -3.3% | +1.2% | -4.5% | -4.3% |
| 30D | 0.0% | -0.7% | +0.7% | +0.6% |
| 3M | +7.3% | +6.4% | +0.9% | +1.6% |
| 6M | +16.7% | +11.4% | +5.3% | +5.6% |
| YTD | -2.8% | +14.0% | -16.8% | -14.1% |
| 1Y | -6.7% | +20.2% | -26.9% | -21.2% |
| 3Y | +41.1% | +68.2% | -27.1% | -10.8% |
| 5Y | +22.0% | +54.8% | -32.8% | -16.2% |
| 10Y | +357.9% | +142.4% | +215.5% | +117.8% |
| All | +1,142.2% | +392.1% | +750.1% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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