+21.2%
IGV vs EL
-68.4%
+89.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.1% |
| 7D | -1.5% | -2.4% | +0.8% | -1.0% |
| 30D | -3.0% | +13.7% | -16.7% | -6.5% |
| 3M | +9.6% | +14.5% | -4.9% | +5.4% |
| 6M | +16.1% | +7.4% | +8.7% | +12.4% |
| YTD | -3.6% | -4.7% | +1.1% | -4.7% |
| 1Y | -7.8% | +12.9% | -20.8% | -13.6% |
| 3Y | +40.0% | -32.2% | +72.2% | +46.4% |
| 5Y | +21.2% | -68.4% | +89.6% | +88.5% |
| All | +21.2% | -68.4% | +89.6% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling