+1,199.7%
IGV vs ET
+1,435.7%
-236.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | 0.0% | +6.9% | -6.9% | -1.5% |
| 3M | +7.3% | +13.1% | -5.7% | +4.3% |
| 6M | +16.7% | +18.7% | -2.0% | +11.9% |
| YTD | -2.8% | +37.4% | -40.3% | -10.0% |
| 1Y | -6.7% | +34.8% | -41.5% | -13.2% |
| 3Y | +41.1% | +96.8% | -55.7% | +20.6% |
| 5Y | +22.0% | +238.2% | -216.2% | -7.8% |
| 10Y | +357.9% | +159.4% | +198.5% | +240.8% |
| All | +1,199.7% | +1,435.7% | -236.0% | +309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling