-9.7%
IGV vs ELF
-28.2%
+18.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -2.9% | -11.6% | +8.7% | -1.9% |
| 30D | -1.5% | +4.6% | -6.1% | -2.0% |
| 3M | +11.7% | +59.7% | -48.0% | +7.4% |
| 6M | +18.4% | +21.2% | -2.8% | +16.6% |
| YTD | -3.9% | +27.4% | -31.4% | -6.4% |
| 1Y | -9.7% | -29.8% | +20.1% | -7.1% |
| All | -9.7% | -28.2% | +18.6% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling