-2.1%
IGV vs EFX
-25.2%
+23.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.1% | -0.3% |
| 7D | -4.5% | -8.6% | +4.1% | -1.9% |
| 30D | +3.2% | +0.1% | +3.1% | +3.1% |
| 3M | +4.5% | +3.8% | +0.7% | +2.7% |
| 6M | +22.1% | -13.5% | +35.6% | +24.9% |
| YTD | -1.0% | -17.7% | +16.6% | +1.8% |
| 1Y | -2.1% | -25.6% | +23.5% | +0.8% |
| All | -2.1% | -25.2% | +23.1% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling