-7.5%
IGV vs ETN
-1.0%
-6.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.9% | +10.7% | +1.0% |
| 7D | -7.5% | -10.1% | +2.7% | -7.4% |
| 30D | -5.6% | -18.4% | +12.8% | -5.6% |
| 3M | +1.5% | -20.4% | +21.9% | +1.6% |
| 6M | +17.1% | -16.0% | +33.1% | +16.9% |
| YTD | -2.0% | +11.8% | -13.8% | -6.8% |
| 1Y | -7.5% | -5.5% | -2.0% | -6.2% |
| All | -7.5% | -1.0% | -6.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling