+38.0%
IGV vs EFX
-12.7%
+50.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | -11.1% | +5.8% | -1.6% |
| 30D | -2.6% | -7.4% | +4.8% | -0.2% |
| 3M | +10.5% | +1.5% | +9.0% | +9.2% |
| 6M | +18.2% | -13.7% | +31.9% | +22.9% |
| YTD | -4.2% | -21.9% | +17.6% | +2.5% |
| 1Y | -9.8% | -30.8% | +21.0% | +0.1% |
| All | +38.0% | -12.7% | +50.7% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling