+348.5%
IGV vs ELF
+299.0%
+49.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | 0.0% |
| 7D | -5.4% | -10.8% | +5.5% | -3.8% |
| 30D | -2.6% | +0.8% | -3.4% | -2.9% |
| 3M | +10.5% | +64.8% | -54.2% | +2.1% |
| 6M | +18.2% | +19.0% | -0.8% | +13.9% |
| YTD | -4.2% | +25.9% | -30.2% | -9.1% |
| 1Y | -9.8% | -28.8% | +19.0% | -8.1% |
| 3Y | +39.1% | -29.6% | +68.7% | +32.5% |
| 5Y | +21.2% | +216.2% | -195.0% | -14.5% |
| All | +348.5% | +299.0% | +49.5% | +179.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling