+21.2%
IGV vs ETR
+122.8%
-101.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -3.0% | +2.0% | -5.1% | -3.3% |
| 3M | +9.6% | -1.7% | +11.3% | +9.6% |
| 6M | +16.1% | +3.6% | +12.5% | +14.6% |
| YTD | -3.6% | +18.0% | -21.7% | -7.6% |
| 1Y | -7.8% | +26.2% | -34.1% | -12.9% |
| 3Y | +40.0% | +148.0% | -108.0% | +13.8% |
| 5Y | +21.2% | +126.1% | -104.8% | +1.3% |
| All | +21.2% | +122.8% | -101.6% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling