+357.7%
IGV vs ET
+177.0%
+180.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -1.5% | +2.9% | -4.4% | -2.2% |
| 3M | +11.7% | +16.8% | -5.1% | +7.3% |
| 6M | +18.4% | +18.9% | -0.4% | +13.0% |
| YTD | -3.9% | +37.7% | -41.6% | -11.8% |
| 1Y | -9.7% | +32.4% | -42.1% | -16.3% |
| 3Y | +38.4% | +99.5% | -61.1% | +16.3% |
| 5Y | +21.6% | +244.0% | -222.4% | -9.8% |
| All | +357.7% | +177.0% | +180.7% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling