+363.6%
IGV vs ECL
+197.5%
+166.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | +2.3% | +2.9% | -0.5% | +1.0% |
| 30D | -6.0% | +7.5% | -13.5% | -9.4% |
| 3M | -4.8% | +12.2% | -17.0% | -10.3% |
| 6M | +14.2% | +24.6% | -10.3% | +1.5% |
| YTD | -4.2% | +18.8% | -23.0% | -13.7% |
| 1Y | -5.3% | +19.3% | -24.6% | -15.0% |
| 3Y | +38.8% | +78.2% | -39.4% | -1.6% |
| 5Y | +14.2% | +38.8% | -24.6% | -9.9% |
| All | +363.6% | +197.5% | +166.1% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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