-7.5%
IGV vs ELV
+42.6%
-50.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.1% | +0.7% |
| 7D | -7.5% | +4.8% | -12.2% | -7.6% |
| 30D | -5.6% | +10.1% | -15.7% | -6.0% |
| 3M | +1.5% | +15.4% | -13.8% | +1.1% |
| 6M | +17.1% | +17.7% | -0.6% | +16.7% |
| YTD | -2.0% | +25.7% | -27.7% | -1.7% |
| 1Y | -7.5% | +39.9% | -47.4% | -6.7% |
| All | -7.5% | +42.6% | -50.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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