-2.1%
IGV vs EMR
+19.4%
-21.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.5% |
| 7D | -4.5% | -1.5% | -3.0% | -4.3% |
| 30D | +3.2% | -5.6% | +8.8% | +4.2% |
| 3M | +4.5% | +7.9% | -3.4% | +3.3% |
| 6M | +22.1% | +6.0% | +16.1% | +20.6% |
| YTD | -1.0% | +16.4% | -17.5% | -5.0% |
| 1Y | -2.1% | +16.6% | -18.7% | -6.3% |
| All | -2.1% | +19.4% | -21.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling