+38.8%
IGV vs ETR
+155.2%
-116.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | +2.3% | +1.2% | +1.2% | +2.3% |
| 30D | -6.0% | +7.0% | -13.0% | -6.0% |
| 3M | -4.8% | +4.6% | -9.4% | -4.8% |
| 6M | +14.2% | +0.1% | +14.1% | +14.4% |
| YTD | -4.2% | +23.2% | -27.4% | -6.8% |
| 1Y | -5.3% | +20.6% | -25.9% | -7.5% |
| 3Y | +38.8% | +156.3% | -117.5% | +32.3% |
| All | +38.8% | +155.2% | -116.4% | +32.3% |
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