+14.8%
IGV vs LII
+17.0%
-2.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +2.3% | +2.9% | -0.6% | +1.4% |
| 30D | -6.0% | +0.9% | -6.9% | -6.7% |
| 3M | -4.8% | -15.5% | +10.7% | +0.3% |
| 6M | +14.2% | -30.2% | +44.4% | +25.7% |
| YTD | -4.2% | -26.8% | +22.6% | +1.1% |
| 1Y | -5.3% | -25.3% | +20.0% | -1.1% |
| 3Y | +38.8% | -7.8% | +46.5% | +21.2% |
| All | +14.8% | +17.0% | -2.2% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling