+953.6%
IGV vs EME
+7,739.1%
-6,785.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.7% |
| 7D | -3.3% | +5.2% | -8.5% | -5.1% |
| 30D | 0.0% | -5.4% | +5.3% | +1.7% |
| 3M | +7.3% | -6.1% | +13.4% | +7.9% |
| 6M | +16.7% | +9.7% | +7.1% | +9.7% |
| YTD | -2.8% | +26.6% | -29.4% | -14.1% |
| 1Y | -6.7% | +24.6% | -31.3% | -18.1% |
| 3Y | +41.1% | +249.6% | -208.5% | -19.3% |
| 5Y | +22.0% | +556.6% | -534.6% | -45.9% |
| 10Y | +357.9% | +1,286.6% | -928.7% | +41.0% |
| All | +953.6% | +7,739.1% | -6,785.6% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling