+42.8%
IGV vs ECL
+78.6%
-35.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -9.9% | +8.8% | -18.8% | -11.4% |
| 3M | -1.2% | +7.8% | -9.0% | -2.7% |
| 6M | +11.3% | +21.3% | -10.0% | +6.6% |
| YTD | -4.0% | +17.8% | -21.8% | -8.4% |
| 1Y | -7.3% | +21.1% | -28.4% | -12.6% |
| 3Y | +42.8% | +80.1% | -37.3% | +15.4% |
| All | +42.8% | +78.6% | -35.9% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling