+357.7%
IGV vs ETN
+730.7%
-373.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | -1.3% |
| 7D | -2.9% | +3.5% | -6.5% | -4.4% |
| 30D | -1.5% | -7.5% | +6.0% | +1.4% |
| 3M | +11.7% | +8.3% | +3.4% | +6.3% |
| 6M | +18.4% | +20.2% | -1.8% | +5.7% |
| YTD | -3.9% | +34.7% | -38.6% | -19.3% |
| 1Y | -9.7% | +19.4% | -29.1% | -20.1% |
| 3Y | +38.4% | +85.5% | -47.1% | -3.3% |
| 5Y | +21.6% | +186.6% | -165.0% | -31.7% |
| All | +357.7% | +730.7% | -373.0% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling