+38.9%
IGV vs ETR
+148.1%
-109.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | -3.0% | +2.0% | -5.1% | -3.1% |
| 3M | +9.6% | -1.7% | +11.3% | +9.5% |
| 6M | +16.1% | +3.6% | +12.5% | +15.1% |
| YTD | -3.6% | +18.0% | -21.7% | -6.4% |
| 1Y | -7.8% | +26.2% | -34.1% | -11.4% |
| All | +38.9% | +148.1% | -109.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling