+21.2%
IGV vs EMR
+60.6%
-39.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -1.5% | +0.9% | -2.5% | -2.0% |
| 30D | -3.0% | -5.0% | +1.9% | -0.9% |
| 3M | +9.6% | +5.9% | +3.7% | +6.0% |
| 6M | +16.1% | +7.3% | +8.8% | +10.4% |
| YTD | -3.6% | +14.6% | -18.2% | -12.3% |
| 1Y | -7.8% | +15.6% | -23.5% | -17.0% |
| 3Y | +40.0% | +60.2% | -20.2% | +2.7% |
| 5Y | +21.2% | +65.8% | -44.6% | -15.6% |
| All | +21.2% | +60.6% | -39.4% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling