-6.7%
IGV vs ES
+17.8%
-24.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -3.3% | +1.4% | -4.7% | -3.2% |
| 30D | 0.0% | -1.2% | +1.1% | -0.1% |
| 3M | +7.3% | +5.0% | +2.4% | +7.9% |
| 6M | +16.7% | -2.8% | +19.5% | +17.6% |
| YTD | -2.8% | +8.6% | -11.4% | -2.8% |
| 1Y | -6.7% | +18.9% | -25.6% | -8.5% |
| All | -6.7% | +17.8% | -24.5% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling