+357.7%
IGV vs EME
+1,362.1%
-1,004.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -1.0% |
| 7D | -2.9% | +3.5% | -6.4% | -4.0% |
| 30D | -1.5% | -6.3% | +4.8% | +0.3% |
| 3M | +11.7% | -3.8% | +15.4% | +11.5% |
| 6M | +18.4% | +8.5% | +9.9% | +12.5% |
| YTD | -3.9% | +27.8% | -31.7% | -14.4% |
| 1Y | -9.7% | +22.2% | -31.9% | -19.2% |
| 3Y | +38.4% | +253.5% | -215.0% | -18.0% |
| 5Y | +21.6% | +578.6% | -557.0% | -43.8% |
| All | +357.7% | +1,362.1% | -1,004.4% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling