+914.8%
IGV vs LII
+5,501.2%
-4,586.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.6% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -10.0% | -4.6% | -5.4% | -8.9% |
| 3M | -0.5% | -21.2% | +20.7% | +8.0% |
| 6M | +12.6% | -36.4% | +49.1% | +30.1% |
| YTD | -6.4% | -28.9% | +22.5% | +1.6% |
| 1Y | -9.5% | -29.5% | +20.0% | -1.5% |
| 3Y | +41.7% | -8.6% | +50.3% | +34.6% |
| 5Y | +12.7% | +20.2% | -7.6% | -5.8% |
| 10Y | +354.1% | +166.2% | +187.8% | +166.0% |
| All | +914.8% | +5,501.2% | -4,586.4% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling