+37.7%
IGV vs EL
+3.4%
+34.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -2.3% | +7.6% | -9.9% | -3.4% |
| 30D | -11.0% | +15.7% | -26.6% | -13.0% |
| 3M | -4.5% | +30.5% | -35.0% | -8.5% |
| 6M | +10.1% | +32.5% | -22.5% | +4.8% |
| YTD | -5.1% | +9.4% | -14.5% | -7.8% |
| 1Y | -10.2% | +28.4% | -38.6% | -15.1% |
| 3Y | +37.7% | +4.4% | +33.3% | +24.5% |
| All | +37.7% | +3.4% | +34.4% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling