+22.0%
IGV vs ELF
+239.6%
-217.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.0% |
| 7D | -3.3% | -1.2% | -2.1% | -3.2% |
| 30D | 0.0% | +5.9% | -5.9% | -1.1% |
| 3M | +7.3% | +99.5% | -92.2% | -4.4% |
| 6M | +16.7% | +26.5% | -9.8% | +11.2% |
| YTD | -2.8% | +37.2% | -40.0% | -9.3% |
| 1Y | -6.7% | -24.4% | +17.7% | -5.2% |
| 3Y | +41.1% | -23.3% | +64.4% | +29.0% |
| 5Y | +22.0% | +245.2% | -223.2% | -46.4% |
| All | +22.0% | +239.6% | -217.6% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling