+929.7%
IGV vs EMR
+1,095.5%
-165.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -2.3% | +0.7% | -3.0% | -2.6% |
| 30D | -11.0% | +3.5% | -14.5% | -12.6% |
| 3M | -4.5% | +5.9% | -10.4% | -7.7% |
| 6M | +10.1% | +19.4% | -9.4% | -0.9% |
| YTD | -5.1% | +27.7% | -32.7% | -19.1% |
| 1Y | -10.2% | +30.9% | -41.1% | -24.6% |
| 3Y | +37.7% | +104.2% | -66.4% | -11.1% |
| 5Y | +15.7% | +89.6% | -73.9% | -23.1% |
| 10Y | +357.1% | +280.0% | +77.1% | +84.8% |
| All | +929.7% | +1,095.5% | -165.8% | +49.3% |
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 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