+364.8%
IGV vs EL
+60.4%
+304.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.3% |
| 7D | +2.5% | +2.7% | -0.2% | +1.6% |
| 30D | -8.6% | +10.8% | -19.4% | -11.5% |
| 3M | -1.6% | +26.5% | -28.0% | -9.2% |
| 6M | +13.4% | +31.1% | -17.7% | +2.8% |
| YTD | -4.0% | +6.6% | -10.6% | -8.9% |
| 1Y | -7.6% | +21.8% | -29.4% | -16.4% |
| 3Y | +39.3% | +1.8% | +37.5% | +23.0% |
| 5Y | +14.5% | -65.6% | +80.1% | +61.1% |
| All | +364.8% | +60.4% | +304.4% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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