+973.2%
IGV vs EMR
+990.5%
-17.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -3.1% |
| 7D | -4.5% | -1.5% | -3.0% | -3.8% |
| 30D | +3.2% | -5.6% | +8.8% | +6.2% |
| 3M | +4.5% | +7.9% | -3.4% | -0.4% |
| 6M | +22.1% | +6.0% | +16.1% | +15.9% |
| YTD | -1.0% | +16.4% | -17.5% | -11.3% |
| 1Y | -2.1% | +16.6% | -18.7% | -12.7% |
| 3Y | +44.6% | +62.9% | -18.3% | +5.3% |
| 5Y | +22.2% | +60.1% | -37.9% | -11.3% |
| 10Y | +364.7% | +268.8% | +96.0% | +89.7% |
| All | +973.2% | +990.5% | -17.3% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling