-7.6%
IGV vs EL
+22.5%
-30.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.5% |
| 7D | +2.5% | +2.7% | -0.2% | +2.0% |
| 30D | -8.6% | +10.8% | -19.4% | -10.0% |
| 3M | -1.6% | +26.5% | -28.0% | -5.0% |
| 6M | +13.4% | +31.1% | -17.7% | +8.5% |
| YTD | -4.0% | +6.6% | -10.6% | -7.4% |
| 1Y | -7.6% | +21.8% | -29.4% | -13.4% |
| All | -7.6% | +22.5% | -30.1% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling