+22.8%
IGV vs ET
+244.6%
-221.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.4% | +1.4% | -6.7% | -5.9% |
| 30D | -2.6% | +4.6% | -7.2% | -4.3% |
| 3M | +10.5% | +16.0% | -5.5% | +4.2% |
| 6M | +18.2% | +22.8% | -4.6% | +8.5% |
| YTD | -4.2% | +38.9% | -43.1% | -16.6% |
| 1Y | -9.8% | +34.1% | -43.9% | -20.4% |
| 3Y | +39.1% | +98.8% | -59.7% | +5.7% |
| All | +22.8% | +244.6% | -221.9% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling