+41.1%
IGV vs ECL
+58.2%
-17.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -3.3% | -0.8% | -2.6% | -3.2% |
| 30D | 0.0% | -2.5% | +2.4% | +0.5% |
| 3M | +7.3% | +8.3% | -1.0% | +5.1% |
| 6M | +16.7% | -1.1% | +17.8% | +17.2% |
| YTD | -2.8% | +6.5% | -9.4% | -5.6% |
| 1Y | -6.7% | +2.1% | -8.8% | -8.0% |
| 3Y | +41.1% | +57.6% | -16.5% | +18.2% |
| All | +41.1% | +58.2% | -17.1% | +18.2% |
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 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