+1,347.9%
IGV vs ELV
+2,378.1%
-1,030.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.5% |
| 7D | -1.5% | -2.2% | +0.7% | -0.9% |
| 30D | -3.0% | -0.2% | -2.8% | -3.0% |
| 3M | +9.6% | -6.1% | +15.7% | +11.1% |
| 6M | +16.1% | +42.8% | -26.7% | +3.8% |
| YTD | -3.6% | +14.4% | -18.0% | -8.9% |
| 1Y | -7.8% | +28.6% | -36.5% | -16.2% |
| 3Y | +40.0% | -7.4% | +47.4% | +36.2% |
| 5Y | +21.2% | +14.5% | +6.7% | +8.3% |
| 10Y | +364.4% | +257.4% | +107.0% | +173.2% |
| All | +1,347.9% | +2,378.1% | -1,030.1% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling