+13.7%
IGV vs ECL
+40.6%
-27.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.6% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -9.9% | +8.8% | -18.8% | -13.7% |
| 3M | -1.2% | +7.8% | -9.0% | -5.1% |
| 6M | +11.3% | +21.3% | -10.0% | +0.2% |
| YTD | -4.0% | +17.8% | -21.8% | -13.4% |
| 1Y | -7.3% | +21.1% | -28.4% | -17.9% |
| 3Y | +42.8% | +80.1% | -37.3% | -4.9% |
| 5Y | +13.7% | +40.5% | -26.8% | -17.9% |
| All | +13.7% | +40.6% | -27.0% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling