+354.8%
IGV vs LII
+170.7%
+184.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.8% |
| 7D | -0.4% | -1.2% | +0.7% | 0.0% |
| 30D | -9.9% | -2.0% | -8.0% | -9.8% |
| 3M | -1.2% | -20.2% | +19.0% | +6.3% |
| 6M | +11.3% | -32.5% | +43.9% | +24.8% |
| YTD | -4.0% | -27.4% | +23.4% | +2.5% |
| 1Y | -7.3% | -28.2% | +20.9% | -0.7% |
| 3Y | +42.8% | -7.2% | +50.0% | +31.1% |
| 5Y | +13.7% | +19.9% | -6.3% | -10.4% |
| 10Y | +354.8% | +168.6% | +186.2% | +156.3% |
| All | +354.8% | +170.7% | +184.1% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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