+364.8%
IGV vs EMR
+279.1%
+85.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +2.5% | +2.7% | -0.2% | +1.3% |
| 30D | -8.6% | +2.1% | -10.7% | -9.4% |
| 3M | -1.6% | +2.3% | -3.8% | -2.7% |
| 6M | +13.4% | +22.5% | -9.0% | +3.3% |
| YTD | -4.0% | +27.2% | -31.2% | -15.3% |
| 1Y | -7.6% | +28.0% | -35.6% | -18.8% |
| 3Y | +39.3% | +103.4% | -64.2% | -1.7% |
| 5Y | +14.5% | +88.2% | -73.7% | -17.2% |
| All | +364.8% | +279.1% | +85.7% | +150.6% |
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