+356.3%
IGV vs ES
+83.3%
+273.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.1% |
| 7D | -5.4% | -3.5% | -1.9% | -4.6% |
| 30D | -2.6% | -3.0% | +0.4% | -2.0% |
| 3M | +10.5% | -0.3% | +10.8% | +10.4% |
| 6M | +18.2% | -5.2% | +23.3% | +19.1% |
| YTD | -4.2% | +4.8% | -9.0% | -6.1% |
| 1Y | -9.8% | +12.7% | -22.5% | -13.8% |
| 3Y | +39.1% | +27.5% | +11.6% | +25.6% |
| 5Y | +21.2% | -4.7% | +25.9% | +19.5% |
| All | +356.3% | +83.3% | +273.0% | +283.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling