+949.2%
IGV vs ECL
+1,934.9%
-985.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | -1.3% | -2.3% | +1.0% | +0.1% |
| 30D | -8.1% | +8.3% | -16.4% | -12.4% |
| 3M | -1.6% | +8.4% | -10.1% | -6.5% |
| 6M | +12.7% | +23.3% | -10.5% | -1.3% |
| YTD | -3.3% | +18.2% | -21.5% | -14.2% |
| 1Y | -7.9% | +18.8% | -26.7% | -18.7% |
| 3Y | +40.3% | +78.5% | -38.1% | -4.9% |
| 5Y | +17.3% | +40.1% | -22.8% | -9.3% |
| 10Y | +362.3% | +196.5% | +165.8% | +109.6% |
| All | +949.2% | +1,934.9% | -985.7% | +22.8% |
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