+38.4%
IGV vs KEEL
+197.5%
-159.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -2.0% |
| 3M | +11.7% | -35.3% | +47.0% | +14.6% |
| 6M | +18.4% | +59.4% | -40.9% | +9.5% |
| YTD | -3.9% | +51.9% | -55.8% | -11.5% |
| 1Y | -9.7% | +75.0% | -84.7% | -20.3% |
| 3Y | +38.4% | +224.5% | -186.1% | +9.3% |
| All | +38.4% | +197.5% | -159.1% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling