+363.6%
IGV vs EMR
+279.2%
+84.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.3% | +2.8% | -0.5% | +1.1% |
| 30D | -6.0% | +3.7% | -9.7% | -7.4% |
| 3M | -4.8% | +2.0% | -6.8% | -5.8% |
| 6M | +14.2% | +22.1% | -7.9% | +4.2% |
| YTD | -4.2% | +27.2% | -31.5% | -15.5% |
| 1Y | -5.3% | +32.0% | -37.3% | -17.9% |
| 3Y | +38.8% | +103.3% | -64.5% | -2.0% |
| 5Y | +14.2% | +88.2% | -74.0% | -17.5% |
| All | +363.6% | +279.2% | +84.4% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling