+356.3%
IGV vs EFX
+41.8%
+314.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | -11.1% | +5.8% | -0.6% |
| 30D | -2.6% | -7.4% | +4.8% | +0.4% |
| 3M | +10.5% | +1.5% | +9.0% | +8.8% |
| 6M | +18.2% | -13.7% | +31.9% | +24.2% |
| YTD | -4.2% | -21.9% | +17.6% | +4.3% |
| 1Y | -9.8% | -30.8% | +21.0% | +2.8% |
| 3Y | +39.1% | -12.4% | +51.5% | +37.1% |
| 5Y | +21.2% | -35.9% | +57.1% | +33.9% |
| All | +356.3% | +41.8% | +314.5% | +260.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling