+973.2%
IGV vs ETR
+1,305.8%
-332.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | -4.5% | +1.4% | -5.9% | -5.0% |
| 30D | +3.2% | +1.0% | +2.2% | +2.8% |
| 3M | +4.5% | -1.3% | +5.8% | +4.6% |
| 6M | +22.1% | +1.9% | +20.2% | +19.8% |
| YTD | -1.0% | +18.2% | -19.2% | -8.5% |
| 1Y | -2.1% | +24.7% | -26.8% | -11.5% |
| 3Y | +44.6% | +150.7% | -106.1% | -2.6% |
| 5Y | +22.2% | +127.0% | -104.9% | -15.9% |
| 10Y | +364.7% | +295.5% | +69.3% | +143.4% |
| All | +973.2% | +1,305.8% | -332.6% | +239.8% |
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