+2,136.4%
IGV vs IEF
+129.4%
+2,007.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.3% |
| 7D | -4.5% | -0.3% | -4.2% | -4.7% |
| 30D | +3.2% | -0.8% | +4.0% | +2.5% |
| 3M | +4.5% | -1.0% | +5.5% | +3.6% |
| 6M | +22.1% | -2.8% | +24.9% | +19.0% |
| YTD | -1.0% | -1.5% | +0.5% | -2.5% |
| 1Y | -2.1% | -0.4% | -1.7% | -2.6% |
| 3Y | +44.6% | +9.7% | +34.9% | +56.7% |
| 5Y | +22.2% | -8.3% | +30.5% | +5.3% |
| 10Y | +364.7% | +4.6% | +360.1% | +382.9% |
| All | +2,136.4% | +129.4% | +2,007.1% | +9,799.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling