+38.8%
IGV vs ELV
-1.5%
+40.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +2.3% | +1.0% | +1.4% | +2.3% |
| 30D | -6.0% | +0.4% | -6.4% | -6.0% |
| 3M | -4.8% | +8.4% | -13.2% | -5.0% |
| 6M | +14.2% | +8.4% | +5.8% | +13.8% |
| YTD | -4.2% | +24.4% | -28.6% | -4.8% |
| 1Y | -5.3% | +33.5% | -38.8% | -6.0% |
| 3Y | +38.8% | -2.1% | +40.9% | +43.2% |
| All | +38.8% | -1.5% | +40.3% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling