+973.2%
IGV vs EL
+575.7%
+397.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -3.2% |
| 7D | -4.5% | +0.8% | -5.3% | -4.8% |
| 30D | +3.2% | +19.8% | -16.6% | -3.5% |
| 3M | +4.5% | +25.7% | -21.2% | -4.0% |
| 6M | +22.1% | +5.4% | +16.7% | +17.5% |
| YTD | -1.0% | +0.2% | -1.3% | -4.4% |
| 1Y | -2.1% | +20.4% | -22.5% | -12.0% |
| 3Y | +44.6% | -32.1% | +76.7% | +47.1% |
| 5Y | +22.2% | -67.2% | +89.3% | +62.6% |
| 10Y | +364.7% | +31.7% | +333.0% | +254.7% |
| All | +973.2% | +575.7% | +397.5% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling