+363.9%
IGV vs LII
+171.3%
+192.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.6% |
| 7D | -4.5% | -0.7% | -3.8% | -4.3% |
| 30D | +3.2% | -12.6% | +15.8% | +8.2% |
| 3M | +4.5% | -24.4% | +29.0% | +13.4% |
| 6M | +22.1% | -28.7% | +50.8% | +33.9% |
| YTD | -1.0% | -19.1% | +18.1% | +2.3% |
| 1Y | -2.1% | -29.7% | +27.6% | +6.7% |
| 3Y | +44.6% | +4.8% | +39.8% | +27.4% |
| 5Y | +22.2% | +24.6% | -2.4% | -4.3% |
| All | +363.9% | +171.3% | +192.5% | +166.8% |
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