+140.1%
IGV vs KEEL
+294.5%
-154.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | 0.0% |
| 7D | -2.9% | +2.9% | -5.8% | -3.2% |
| 30D | -1.5% | +0.8% | -2.4% | -1.9% |
| 3M | +11.7% | -35.3% | +47.0% | +13.9% |
| 6M | +18.4% | +59.4% | -40.9% | +11.9% |
| YTD | -3.9% | +51.9% | -55.8% | -9.4% |
| 1Y | -9.7% | +75.0% | -84.7% | -17.2% |
| 3Y | +38.4% | +224.5% | -186.1% | +15.3% |
| 5Y | +21.6% | -35.9% | +57.5% | +4.2% |
| All | +140.1% | +294.5% | -154.3% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling