+938.5%
IGV vs ETR
+1,365.6%
-427.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +2.3% | +1.2% | +1.2% | +1.9% |
| 30D | -6.0% | +7.0% | -13.0% | -8.3% |
| 3M | -4.8% | +4.6% | -9.4% | -6.5% |
| 6M | +14.2% | +0.1% | +14.1% | +13.3% |
| YTD | -4.2% | +23.2% | -27.4% | -12.9% |
| 1Y | -5.3% | +20.6% | -25.9% | -13.2% |
| 3Y | +38.8% | +156.3% | -117.5% | -7.2% |
| 5Y | +14.2% | +159.6% | -145.4% | -25.3% |
| 10Y | +357.6% | +377.1% | -19.5% | +121.9% |
| All | +938.5% | +1,365.6% | -427.1% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling