+21.2%
IGV vs IEF
-9.3%
+30.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -5.4% | -1.2% | -4.2% | -5.0% |
| 30D | -2.6% | -1.5% | -1.2% | -2.1% |
| 3M | +10.5% | -1.7% | +12.2% | +11.2% |
| 6M | +18.2% | -3.5% | +21.7% | +19.6% |
| YTD | -4.2% | -2.6% | -1.6% | -3.4% |
| 1Y | -9.8% | -2.4% | -7.4% | -9.1% |
| 3Y | +39.1% | +8.9% | +30.2% | +33.4% |
| 5Y | +21.2% | -9.2% | +30.5% | +12.3% |
| All | +21.2% | -9.3% | +30.5% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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