+363.4%
IGV vs ELF
+357.0%
+6.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | -4.5% | +5.4% | -9.9% | -5.3% |
| 30D | +3.2% | +27.0% | -23.8% | -0.6% |
| 3M | +4.5% | +113.2% | -108.7% | -7.2% |
| 6M | +22.1% | +36.6% | -14.5% | +15.2% |
| YTD | -1.0% | +44.2% | -45.3% | -8.0% |
| 1Y | -2.1% | -18.0% | +15.9% | -2.3% |
| 3Y | +44.6% | -19.9% | +64.5% | +35.1% |
| 5Y | +22.2% | +257.7% | -235.5% | -15.4% |
| All | +363.4% | +357.0% | +6.4% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling