+938.5%
IGV vs EL
+627.0%
+311.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +2.3% | +1.5% | +0.8% | +1.8% |
| 30D | -6.0% | +10.0% | -16.0% | -9.1% |
| 3M | -4.8% | +28.4% | -33.2% | -13.3% |
| 6M | +14.2% | +37.1% | -22.8% | +1.1% |
| YTD | -4.2% | +7.8% | -12.1% | -10.0% |
| 1Y | -5.3% | +26.0% | -31.3% | -16.0% |
| 3Y | +38.8% | +3.8% | +35.0% | +21.2% |
| 5Y | +14.2% | -65.2% | +79.4% | +49.0% |
| 10Y | +357.6% | +62.1% | +295.4% | +223.7% |
| All | +938.5% | +627.0% | +311.5% | +236.9% |
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