+1,219.9%
IGV vs EFV
+256.4%
+963.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.3% |
| 7D | -3.3% | +1.0% | -4.3% | -4.0% |
| 30D | 0.0% | +0.2% | -0.2% | -0.2% |
| 3M | +7.3% | +9.6% | -2.3% | +0.2% |
| 6M | +16.7% | +14.0% | +2.7% | +5.4% |
| YTD | -2.8% | +18.5% | -21.3% | -15.1% |
| 1Y | -6.7% | +27.9% | -34.6% | -23.0% |
| 3Y | +41.1% | +92.4% | -51.3% | -14.3% |
| 5Y | +22.0% | +97.2% | -75.2% | -27.0% |
| 10Y | +357.9% | +163.0% | +194.9% | +119.6% |
| All | +1,219.9% | +256.4% | +963.5% | +399.5% |
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