+23.1%
IGV vs EFV
+95.9%
-72.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.6% |
| 7D | -2.9% | -0.8% | -2.1% | -2.3% |
| 30D | -1.5% | +0.6% | -2.1% | -2.0% |
| 3M | +11.7% | +7.5% | +4.1% | +5.2% |
| 6M | +18.4% | +13.0% | +5.4% | +6.4% |
| YTD | -3.9% | +18.3% | -22.2% | -17.6% |
| 1Y | -9.7% | +26.7% | -36.4% | -27.3% |
| 3Y | +38.4% | +89.6% | -51.1% | -24.0% |
| All | +23.1% | +95.9% | -72.7% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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