+343.2%
IGV vs ES
+83.5%
+259.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.5% |
| 7D | -5.2% | +1.9% | -7.1% | -5.6% |
| 30D | -10.0% | +7.1% | -17.0% | -11.5% |
| 3M | -0.5% | -1.9% | +1.4% | -0.3% |
| 6M | +12.6% | +4.4% | +8.3% | +10.9% |
| YTD | -6.4% | +7.3% | -13.7% | -8.9% |
| 1Y | -9.5% | +2.1% | -11.7% | -11.1% |
| 3Y | +41.7% | +41.8% | -0.2% | +23.9% |
| 5Y | +12.7% | +1.4% | +11.2% | +9.0% |
| All | +343.2% | +83.5% | +259.7% | +274.5% |
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