+38.4%
IGV vs ELV
-2.1%
+40.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | -2.9% | +3.2% | -6.1% | -3.0% |
| 30D | -1.5% | +5.4% | -6.9% | -1.7% |
| 3M | +11.7% | +5.4% | +6.3% | +11.4% |
| 6M | +18.4% | +45.7% | -27.3% | +16.8% |
| YTD | -3.9% | +21.2% | -25.1% | -4.6% |
| 1Y | -9.7% | +35.6% | -45.3% | -10.7% |
| 3Y | +38.4% | -2.0% | +40.4% | +36.2% |
| All | +38.4% | -2.1% | +40.6% | +36.2% |
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