+953.6%
IGV vs EFX
+856.9%
+96.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -0.3% |
| 7D | -3.3% | -7.8% | +4.5% | +0.7% |
| 30D | 0.0% | -5.7% | +5.7% | +2.8% |
| 3M | +7.3% | +2.5% | +4.8% | +4.7% |
| 6M | +16.7% | -16.7% | +33.4% | +26.0% |
| YTD | -2.8% | -20.2% | +17.3% | +6.2% |
| 1Y | -6.7% | -31.4% | +24.7% | +9.5% |
| 3Y | +41.1% | -10.5% | +51.6% | +36.8% |
| 5Y | +22.0% | -35.2% | +57.2% | +38.0% |
| 10Y | +357.9% | +40.2% | +317.8% | +209.4% |
| All | +953.6% | +856.9% | +96.7% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling