+941.3%
IGV vs ECL
+1,927.5%
-986.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.5% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | -9.9% | +8.8% | -18.8% | -14.4% |
| 3M | -1.2% | +7.8% | -9.0% | -5.8% |
| 6M | +11.3% | +21.3% | -10.0% | -1.6% |
| YTD | -4.0% | +17.8% | -21.8% | -14.6% |
| 1Y | -7.3% | +21.1% | -28.4% | -19.1% |
| 3Y | +42.8% | +80.1% | -37.3% | -3.8% |
| 5Y | +13.7% | +40.5% | -26.8% | -12.4% |
| 10Y | +354.8% | +197.7% | +157.0% | +105.6% |
| All | +941.3% | +1,927.5% | -986.2% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling