+995.4%
IGV vs TEL
+708.6%
+286.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -0.9% |
| 7D | -3.3% | -1.4% | -1.9% | -2.6% |
| 30D | 0.0% | -4.9% | +4.8% | +2.3% |
| 3M | +7.3% | +0.1% | +7.3% | +6.6% |
| 6M | +16.7% | +0.4% | +16.4% | +13.8% |
| YTD | -2.8% | -8.9% | +6.1% | -1.3% |
| 1Y | -6.7% | -0.3% | -6.4% | -9.8% |
| 3Y | +41.1% | +67.6% | -26.5% | +2.3% |
| 5Y | +22.0% | +50.7% | -28.7% | -6.6% |
| 10Y | +357.9% | +288.6% | +69.3% | +109.8% |
| All | +995.4% | +708.6% | +286.8% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TEL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling