+1,201.0%
IGV vs EFV
+249.2%
+951.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.5% |
| 7D | +2.3% | +2.5% | -0.2% | +0.5% |
| 30D | -6.0% | +2.9% | -8.9% | -8.0% |
| 3M | -4.8% | -1.4% | -3.4% | -3.9% |
| 6M | +14.2% | +5.5% | +8.7% | +9.5% |
| YTD | -4.2% | +16.1% | -20.3% | -15.1% |
| 1Y | -5.3% | +20.3% | -25.5% | -18.3% |
| 3Y | +38.8% | +90.4% | -51.7% | -15.2% |
| 5Y | +14.2% | +93.5% | -79.3% | -30.8% |
| 10Y | +357.6% | +161.5% | +196.1% | +120.1% |
| All | +1,201.0% | +249.2% | +951.8% | +399.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling